Dependence Modeling (Oct 2018)

A note on bivariate Archimax copulas

Durante Fabrizio,
Sánchez Juan Fernández,
Sempi Carlo

Affiliations

Durante Fabrizio: Dipartimento di Scienze dell’Economia, Università del Salento,Lecce, Italy
Sánchez Juan Fernández: Grupo de Investigación de Análisis Matemático, Universidad deAlmería, Spain
Sempi Carlo: Dipartimento di Matematica e Fisica “Ennio De Giorgi”, Università del Salento,Lecce, Italy

DOI: https://doi.org/10.1515/demo-2018-0011
Journal volume & issue: Vol. 6, no. 1
pp. 178 – 182

Abstract

We present an analytical proof of the characterisation of bivariate Archimax copulas in terms of the properties of their generating functions.

Published in Dependence Modeling

ISSN: 2300-2298 (Online)
Publisher: De Gruyter
Country of publisher: Poland
LCC subjects: Science: Science (General); Science: Mathematics
Website: https://www.degruyter.com/journal/key/demo/html

About the journal