Characterizations of bivariate conic, extreme value, and Archimax copulas

Susanne Saminger-Platz, et al. "Characterizations of bivariate conic, extreme value, and Archimax copulas." Dependence Modeling 5.1 (2017): 45-58. <http://eudml.org/doc/288034>.

@article{SusanneSaminger2017,
abstract = {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.},
author = {Susanne Saminger-Platz, José De Jesús Arias-García, Radko Mesiar, Erich Peter Klement},
journal = {Dependence Modeling},
keywords = {Ultramodular copula; conic copula; extreme value copula; Archimax copula},
language = {eng},
number = {1},
pages = {45-58},
title = {Characterizations of bivariate conic, extreme value, and Archimax copulas},
url = {http://eudml.org/doc/288034},
volume = {5},
year = {2017},
}

TY - JOUR
AU - Susanne Saminger-Platz
AU - José De Jesús Arias-García
AU - Radko Mesiar
AU - Erich Peter Klement
TI - Characterizations of bivariate conic, extreme value, and Archimax copulas
JO - Dependence Modeling
PY - 2017
VL - 5
IS - 1
SP - 45
EP - 58
AB - 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.
LA - eng
KW - Ultramodular copula; conic copula; extreme value copula; Archimax copula
UR - http://eudml.org/doc/288034
ER -