On Generators in Archimedean Copulas

DOI10.22130/SCMA.2017.28401zbMath1412.62058OpenAlexW2768167034MaRDI QIDQ3120148

Vadoud Najjari

Publication date: 1 March 2019

Full work available at URL: https://scma.maragheh.ac.ir/article_28401_192ccd348b21007aaea898711ec47ec1.pdf

zbMATH Keywords

generatorcopulastailsmeasures of associationdependence concepts

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Cites Work

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• How to improve the fit of Archimedean copulas by means of transforms
• Additive generators of copulas
• An introduction to copulas.
• Triangular norms
• Generators of copulas and aggregation
• Copula and semicopula transforms
• A New Method for the Construction of Bivariate Archimedean Copulas Based on the λ Function
• Measurement of aggregate risk with copulas
• Distorted Copulas: Constructions and Tail Dependence

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