  In this thesis, the tail properties of multivariate Archimedean copulas are
investigated using known representation theorems involving L1-norm symmetric
distributions and the Williamson d-transform. Several new results on the
asymptotic properties of the Williamson d-transform are established and
subsequently used to study the tails of Archimedean copulas. This makes it
possible to recover many known results regarding their tail behavior in a
straightforward and transparent way. In particular, coefficients of tail
dependence, extreme value limits and threshold copulas are considered. A
central theme is the emphasis on the probabilistic aspects of stochastic
representations, rather than the analytic aspects of representations involving
Archimedean generators.
