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As an example, we can find the dependence between two uniformly distributed variables that makes the distribution of the sum of two uniform variables indistinguishable from a normal distribution. Using MCMC techniques, we design an algorithm that converges to the global optimum. <\/jats:p>","DOI":"10.1142\/s0217595916500408","type":"journal-article","created":{"date-parts":[[2016,9,29]],"date-time":"2016-09-29T08:25:01Z","timestamp":1475137501000},"page":"1650040","source":"Crossref","is-referenced-by-count":17,"title":["Algorithms for Finding Copulas Minimizing Convex Functions of Sums"],"prefix":"10.1142","volume":"33","author":[{"given":"Carole","family":"Bernard","sequence":"first","affiliation":[{"name":"Department of Accounting Law and Finance at Grenoble Ecole de Management, 12 Rue Pierre S\u00e9mard, 38000 Grenoble, France"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Don","family":"McLeish","sequence":"additional","affiliation":[{"name":"Department of Statistics and Actuarial Science at the University of Waterloo, 200 University Avenue West, Waterloo, ON N2L3G1, Canada"}],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"219","published-online":{"date-parts":[[2016,10,24]]},"reference":[{"key":"S0217595916500408BIB001","doi-asserted-by":"publisher","DOI":"10.1007\/s10687-014-0202-0"},{"key":"S0217595916500408BIB002","doi-asserted-by":"publisher","DOI":"10.1016\/S0304-4076(99)00016-0"},{"key":"S0217595916500408BIB003","doi-asserted-by":"publisher","DOI":"10.1080\/14697680400016174"},{"key":"S0217595916500408BIB004","doi-asserted-by":"publisher","DOI":"10.1016\/j.insmatheco.2013.11.005"},{"key":"S0217595916500408BIB007","doi-asserted-by":"publisher","DOI":"10.1016\/j.jbankfin.2015.03.007"},{"key":"S0217595916500408BIB008","doi-asserted-by":"publisher","DOI":"10.1016\/S0304-4076(03)00104-0"},{"key":"S0217595916500408BIB009","doi-asserted-by":"publisher","DOI":"10.1086\/296025"},{"key":"S0217595916500408BIB010","doi-asserted-by":"publisher","DOI":"10.1137\/S0036144503424798"},{"key":"S0217595916500408BIB011","volume-title":"Introduction to Stochastic Processes.","author":"Cinlar E","year":"1975"},{"key":"S0217595916500408BIB012","doi-asserted-by":"publisher","DOI":"10.1287\/moor.9.3.384"},{"key":"S0217595916500408BIB013","doi-asserted-by":"publisher","DOI":"10.1214\/aos\/1017938923"},{"key":"S0217595916500408BIB014","doi-asserted-by":"publisher","DOI":"10.1016\/j.jbankfin.2013.03.014"},{"key":"S0217595916500408BIB015","doi-asserted-by":"publisher","DOI":"10.3390\/risks2010025"},{"key":"S0217595916500408BIB016","volume-title":"An Introduction to Probability Theory and Its Applications.","author":"Feller W","year":"1957"},{"key":"S0217595916500408BIB017","doi-asserted-by":"publisher","DOI":"10.1007\/978-94-009-5819-7"},{"key":"S0217595916500408BIB018","doi-asserted-by":"publisher","DOI":"10.1016\/j.orl.2014.11.009"},{"key":"S0217595916500408BIB019","doi-asserted-by":"publisher","DOI":"10.1287\/moor.9.3.376"},{"key":"S0217595916500408BIB020","doi-asserted-by":"publisher","DOI":"10.1007\/s11749-007-0074-6"},{"key":"S0217595916500408BIB021","doi-asserted-by":"publisher","DOI":"10.1016\/j.insmatheco.2014.03.002"},{"key":"S0217595916500408BIB022","series-title":"Springer Series in Statistics","volume-title":"An Introduction to Copulas","author":"Nelsen R","year":"2006","edition":"2"},{"key":"S0217595916500408BIB023","doi-asserted-by":"publisher","DOI":"10.1016\/j.cam.2011.10.015"},{"key":"S0217595916500408BIB024","doi-asserted-by":"publisher","DOI":"10.1016\/j.cam.2014.11.050"},{"key":"S0217595916500408BIB025","doi-asserted-by":"publisher","DOI":"10.1214\/15-STS525"},{"key":"S0217595916500408BIB027","doi-asserted-by":"publisher","DOI":"10.1080\/01621459.1990.10476235"},{"key":"S0217595916500408BIB028","doi-asserted-by":"publisher","DOI":"10.1016\/j.jmva.2011.05.002"},{"key":"S0217595916500408BIB029","doi-asserted-by":"publisher","DOI":"10.1287\/moor.2015.0755"}],"container-title":["Asia-Pacific Journal of Operational Research"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.worldscientific.com\/doi\/pdf\/10.1142\/S0217595916500408","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,8,6]],"date-time":"2019-08-06T21:44:34Z","timestamp":1565127874000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.worldscientific.com\/doi\/abs\/10.1142\/S0217595916500408"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2016,10]]},"references-count":26,"journal-issue":{"issue":"05","published-online":{"date-parts":[[2016,10,24]]},"published-print":{"date-parts":[[2016,10]]}},"alternative-id":["10.1142\/S0217595916500408"],"URL":"https:\/\/doi.org\/10.1142\/s0217595916500408","relation":{},"ISSN":["0217-5959","1793-7019"],"issn-type":[{"value":"0217-5959","type":"print"},{"value":"1793-7019","type":"electronic"}],"subject":[],"published":{"date-parts":[[2016,10]]}}}