Fundamental Papers

  • Aas, K., C. Czado, A. Frigessi, and H. Bakken (2009).
    Pair-copula constructions of multiple dependence
    Insurance: Mathematics and Economics 44 (2), 182-198. 
    [link | preprint]
  • Berg, D. and K. Aas (2009). 
    Models for construction of higher-dimensional dependence: A comparison study
    European Journal of Finance 15, 639-659. 
    [link|.pdf]
  • Bedford, T. and R. M. Cooke (2002). 
    Vines - a new graphical model for dependent random variables.
    Annals of Statistics 30, 1031-1068.
    [link]
  • Bedford, T. and R. M. Cooke (2001).
    Probability density decomposition for conditionally dependent random variables modeled by vines
    Annals of Mathematics and Artificial intelligence 32, 245-268. 
    [link]
  • Joe, H. (1996).
    Families of m-variate distributions with given margins and m(m-1)/2 bivariate dependence parameters.
    In L. Rüschendorf and B. Schweizer and M. D. Taylor (Ed.), Distributions with Fixed Marginals and Related Topics.
    [link]
  • Meeuwissen, A. M. H. and R. M. Cooke (1994).
    Tree dependent random variables
    Reports of the Faculty of Technical Mathematics and Informatics, TU Delft, no. 94-28. 
    [link]