A remark on associative copulas

Piotr Mikusiński; Michael D. Taylor

Commentationes Mathematicae Universitatis Carolinae (1999)

  • Volume: 40, Issue: 4, page 789-793
  • ISSN: 0010-2628

Abstract

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A method for producing associative copulas from a binary operation and a convex function on an interval is described.

How to cite

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Mikusiński, Piotr, and Taylor, Michael D.. "A remark on associative copulas." Commentationes Mathematicae Universitatis Carolinae 40.4 (1999): 789-793. <http://eudml.org/doc/248408>.

@article{Mikusiński1999,
abstract = {A method for producing associative copulas from a binary operation and a convex function on an interval is described.},
author = {Mikusiński, Piotr, Taylor, Michael D.},
journal = {Commentationes Mathematicae Universitatis Carolinae},
keywords = {copulas; associative copulas; Archimedean copulas; associative copulas; Archimedean copulas},
language = {eng},
number = {4},
pages = {789-793},
publisher = {Charles University in Prague, Faculty of Mathematics and Physics},
title = {A remark on associative copulas},
url = {http://eudml.org/doc/248408},
volume = {40},
year = {1999},
}

TY - JOUR
AU - Mikusiński, Piotr
AU - Taylor, Michael D.
TI - A remark on associative copulas
JO - Commentationes Mathematicae Universitatis Carolinae
PY - 1999
PB - Charles University in Prague, Faculty of Mathematics and Physics
VL - 40
IS - 4
SP - 789
EP - 793
AB - A method for producing associative copulas from a binary operation and a convex function on an interval is described.
LA - eng
KW - copulas; associative copulas; Archimedean copulas; associative copulas; Archimedean copulas
UR - http://eudml.org/doc/248408
ER -

References

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  1. Alsina C., Frank M.J., Schweizer B., Associative functions on intervals, in preparation. 
  2. Nelsen R., An Introduction to Copulas, Springer-Verlag, Berlin-Heidelberg-New York- London-Paris-Tokyo-Hong Kong-Barcelona-Budapest, 1997. Zbl1152.62030MR2197664
  3. Schweizer B., Sklar A., Probabilistic Metric Spaces, North-Holland, New York-Amsterdam-Oxford, 1983. Zbl0546.60010MR0790314

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