A remark on associative copulas
Mikusiński, Piotr ; Taylor, Michael D.
Commentationes Mathematicae Universitatis Carolinae, Tome 40 (1999), p. 789-793 / Harvested from Czech Digital Mathematics Library
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A method for producing associative copulas from a binary operation and a convex function on an interval is described.

Publié le : 1999-01-01
Classification:  60E05,  62E10,  62H05 
@article{119132,
     author = {Piotr Mikusi\'nski and Michael D. Taylor},
     title = {A remark on associative copulas},
     journal = {Commentationes Mathematicae Universitatis Carolinae},
     volume = {40},
     year = {1999},
     pages = {789-793},
     zbl = {1010.60014},
     mrnumber = {1756554},
     language = {en},
     url = {http://dml.mathdoc.fr/item/119132}
}

Mikusiński, Piotr; Taylor, Michael D. A remark on associative copulas. Commentationes Mathematicae Universitatis Carolinae, Tome 40 (1999) pp. 789-793. http://gdmltest.u-ga.fr/item/119132/

Alsina C.; Frank M.J.; Schweizer B. Associative functions on intervals, in preparation.

Nelsen R. An Introduction to Copulas, Springer-Verlag, Berlin-Heidelberg-New York- London-Paris-Tokyo-Hong Kong-Barcelona-Budapest, 1997. | MR 2197664 | Zbl 1152.62030

Schweizer B.; Sklar A. Probabilistic Metric Spaces, North-Holland, New York-Amsterdam-Oxford, 1983. | MR 0790314 | Zbl 0546.60010