Some Results on a Generalized Archimedean Family of Copulas
نویسندگان
چکیده مقاله:
Durante et al. (2007) introduced a class of bivariate copulas depending on two generators which generalizes some known families such as the Archimedean copulas. In this paper we provide some result on properties of this family when the generators are certain univariate survival functions.
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عنوان ژورنال
دوره 9 شماره 2
صفحات 147- 158
تاریخ انتشار 2013-03
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