  In this paper we review Bernstein and grid-type copulas for arbitrary
dimensions and general grid resolutions in connection with discrete random
vectors possessing uniform margins. We further suggest a pragmatic way to fit
the dependence structure of multivariate data to Bernstein copulas via
grid-type copulas and empirical contingency tables. Finally, we discuss a Monte
Carlo study for the simulation and PML estimation for aggregate dependent
losses form observed windstorm and flooding data.
