1，Weighted Approximations of Tail Copula Processes with Applications to Testing the Multivariate Extreme Value Condition

2，Weighted Approximations of Tail Copula Processes with Application to Testing the Bivariate Extreme

3，Discussion of “Dynamic Copula Quantile Regression and Tail Area Dynamic Dependence in Forex Markets ” by E. Bouy´e and M. Salmon

4，Dependence structures for a reinsurance portfolio exposed to natural catastrophe risk

5，Lower tail dependence for Archimedean copulas: Characterizations and pitfalls
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