A generalization of the Archimedean class of bivariate copulas

Fabrizio Durante; José Juan Quesada-Molina; Carlo Sempi

doi:10.1007/s10463-006-0061-9

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A generalization of the Archimedean class of bivariate copulas

Journal article

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A generalization of the Archimedean class of bivariate copulas

Fabrizio Durante, José Juan Quesada-Molina and Carlo Sempi

Annals of the Institute of Statistical Mathematics, Vol.59, pp.487-498

2007

DOI: https://doi.org/10.1007/s10463-006-0061-9

Handle:

https://hdl.handle.net/10863/40113

Abstract

We introduce and study a class of bivariate copulas depending on two univariate functions which generalizes the well-known Archimedean family. We provide several examples and some results about the concordance order.

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Details

Title: A generalization of the Archimedean class of bivariate copulas
Creators: Fabrizio Durante
José Juan Quesada-Molina
Carlo Sempi
Publication Details: Annals of the Institute of Statistical Mathematics, Vol.59, pp.487-498
ISSN: 0020-3157
EISSN: 1572-9052
Series / Volume: 59
Publisher: Springer Verlag
Number of pages: 12
Identifiers: (UNIBZ)687
991006719098101241
Web of Science ID: WOS:000249245700005
Scopus ID: n.a.
Academic Unit: Faculty of Economics and Management
Language: English
Resource Type: Journal article
Author Names String: Durante F, Quesada-Molina JJ, Sempi C
Additional Description: description: Record is part of a bulk validation set

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