Over the recent years, both in finance and insurance, the modelling\nof dependence beyond linear correlation has become a key area of\nresearch. The notion of copula has been used with success in order\nto model these more general dependence concepts. We will discuss\nchanges in dependence structures by using change-point techniques\nfor specific parametric copula families. Besides some basic theory,\nsome applied examples will be presented.
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