summary:We present three characterizations of $n$-dimensional Archimedean copulas: algebraic, differential and diagonal. The first is due to Jouini and Clemen. We formulate it in a more general form, in terms of an $n$-variable operation derived from a binary operation. The second characterization is in terms of first order partial derivatives of the copula. The last characterization uses diagonal generators, which are ``regular'' diagonal sections of copulas, enabling one to recover the copulas by means of an asymptotic representation
AbstractA complete and user-friendly directory of tails of Archimedean copulas is presented which ca...
In this paper we introduce two methods for the construction of asymmetric multivariate copulas. The ...
A complete and user-friendly directory of tails of Archimedean copulas is presented which can be use...
summary:We present three characterizations of $n$-dimensional Archimedean copulas: algebraic, differ...
summary:We present three characterizations of $n$-dimensional Archimedean copulas: algebraic, differ...
Two algebraic notions, power of an associative binary function and nilpotency, are used in order to ...
The thesis deals with Archimedean copulas which are very popular nowadays due to easy construction a...
summary:In this note we prove the characterization of the class of Archimedean copulas by using Dini...
International audienceWe study the impact of certain transformations within the class of Archimedean...
A complete and user-friendly directory of tails of Archimedean copulas is presented which can be use...
This paper introduces a new family of multivariate copula functions defined by two generators, which...
A complete and user-friendly directory of tails of Archimedean copulas is presented which can be use...
A complete and user-friendly directory of tails of Archimedean copulas is presented which can be use...
A complete and user-friendly directory of tails of Archimedean copulas is presented which can be use...
summary Recently, Liebscher (2006) introduced a general construction scheme of d-variate copulas whi...
AbstractA complete and user-friendly directory of tails of Archimedean copulas is presented which ca...
In this paper we introduce two methods for the construction of asymmetric multivariate copulas. The ...
A complete and user-friendly directory of tails of Archimedean copulas is presented which can be use...
summary:We present three characterizations of $n$-dimensional Archimedean copulas: algebraic, differ...
summary:We present three characterizations of $n$-dimensional Archimedean copulas: algebraic, differ...
Two algebraic notions, power of an associative binary function and nilpotency, are used in order to ...
The thesis deals with Archimedean copulas which are very popular nowadays due to easy construction a...
summary:In this note we prove the characterization of the class of Archimedean copulas by using Dini...
International audienceWe study the impact of certain transformations within the class of Archimedean...
A complete and user-friendly directory of tails of Archimedean copulas is presented which can be use...
This paper introduces a new family of multivariate copula functions defined by two generators, which...
A complete and user-friendly directory of tails of Archimedean copulas is presented which can be use...
A complete and user-friendly directory of tails of Archimedean copulas is presented which can be use...
A complete and user-friendly directory of tails of Archimedean copulas is presented which can be use...
summary Recently, Liebscher (2006) introduced a general construction scheme of d-variate copulas whi...
AbstractA complete and user-friendly directory of tails of Archimedean copulas is presented which ca...
In this paper we introduce two methods for the construction of asymmetric multivariate copulas. The ...
A complete and user-friendly directory of tails of Archimedean copulas is presented which can be use...