Characterizations of bivariate conic, extreme value, and Archimax copulas
Susanne Saminger-Platz ; José De Jesús Arias-García ; Radko Mesiar ; Erich Peter Klement
Dependence Modeling, Tome 5 (2017), p. 45-58 / Harvested from The Polish Digital Mathematics Library

Based on a general construction method by means of bivariate ultramodular copulas we construct, for particular settings, special bivariate conic, extreme value, and Archimax copulas. We also show that the sets of copulas obtained in this way are dense in the sets of all conic, extreme value, and Archimax copulas, respectively.

Publié le : 2017-01-01
EUDML-ID : urn:eudml:doc:288034
@article{bwmeta1.element.doi-10_1515_demo-2017-0003,
     author = {Susanne Saminger-Platz and Jos\'e De Jes\'us Arias-Garc\'\i a and Radko Mesiar and Erich Peter Klement},
     title = {Characterizations of bivariate conic, extreme value, and Archimax copulas},
     journal = {Dependence Modeling},
     volume = {5},
     year = {2017},
     pages = {45-58},
     language = {en},
     url = {http://dml.mathdoc.fr/item/bwmeta1.element.doi-10_1515_demo-2017-0003}
}
Susanne Saminger-Platz; José De Jesús Arias-García; Radko Mesiar; Erich Peter Klement. Characterizations of bivariate conic, extreme value, and Archimax copulas. Dependence Modeling, Tome 5 (2017) pp. 45-58. http://gdmltest.u-ga.fr/item/bwmeta1.element.doi-10_1515_demo-2017-0003/