Quelle: McNeil et al. 2005 Seite(n): 184-185, Zeilen: 28-32;1-14
Copulas are an extremely useful concept because this allows us to express dependence on a quantile scale, which is important for describing the dependence of extreme events. Moreover, they allow combining marginal models with different possible dependence models and therefore, to investigate the sensitivity of risk to the dependence specification.
Nonetheless, we view copulas as an extremely useful concept [...]
Copulas express dependence on a quantile scale, which is useful for describing the dependence of extreme outcomes [...] The copula approach allows us to combine our more developed marginal models with a variety of possible dependence models and to investigate the sensitivity of risk to the dependence specification.
Eher Paraphrasierung als Verschleierung, aber ohne Quellenangabe