New asymmetric perturbations of FGM bivariate copulas and concordance preserving problems

Abstract

New copulas, based on perturbation theory, are introduced to clarify a symmetrization procedure for asymmetric copulas. We give also some properties of the symmetrized copula mainly conservation of concordance. Finally, we examine some copulas with a prescribed symmetrized part. The start point of the treatment is the independence copula and the last one will be an arbitrary member of Farlie-Gumbel-Morgenstein family. By the way, we study topologically, the set of all symmetric copulas and give some of its classical and new properties.

Keywords

• bivariate copula
• fgm copulas
• asymmetry
• concordance and perturbation
• 62exx: 62h05
• 62e10