1. R. Barlow, F. Proschan, Statistical Theory of Reliability and Life Testing (Silver Spring, Maryland, 1981)
2. P. Brémaud, Point Processes and Queues: Martingale Dynamics (Springer, New York, 1980)
3. P. Embrechts, F. Lindskog, A. McNeil, Modelling dependence with copulas and applications to risk management, in Handbook of Heavy Tailed Distributions in Finance, ed. by S.T. Rachev (Amsterdam, Elsevier/North-Holland, 2003)
4. M. Fréchet, Les tableaux de corrélation dont les marges sont données. Annales de l’Université de Lyon, Sciences Math ématiques et Astronomie 20, 13–31 (1957)
5. G.M. Gupton, C.C. Finger, M. Bhatia, CreditMetrics-Technical Document (Morgan Guaranty Trust Co, New York, 1997)