标题： 通过嵌套箱式copula塑造尾部相关性 显示英文标题

标题： Shaping tail dependencies by nesting box copulas

摘要： 我们介绍了一类copula，在任意维度单位立方体的内部局部分片均匀。在该类copula中，可以同时控制所有投影到立方体面的尾部相关性，并且我们给出了一个有效的抽样算法。这两项特性的结合可能对风险建模师具有吸引力。 显示英文摘要

摘要： We introduce a family of copulas which are locally piecewise uniform in the interior of the unit cube of any given dimension. Within that family, the simultaneous control of tail dependencies of all projections to faces of the cube is possible and we give an efficient sampling algorithm. The combination of these two properties may be appealing to risk modellers.