Copulae: Some mathematical aspects

DOI10.1002/asmb.835zbMath1275.91151OpenAlexW2127199737MaRDI QIDQ2862419

Carlo Sempi

Publication date: 15 November 2013

Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/asmb.835

zbMATH Keywords

compatibilitymeasure-preserving transformationscopulæ\(\ast\)-operation

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items

Some results on homeomorphisms between fractal supports of copulas, Characterization of copulas with given diagonal and opposite diagonal sections, Idempotent and multivariate copulas with fractal support, On the \(\alpha \)-migrativity of multivariate semi-copulas, Absolutely continuous copulas with given sub-diagonal section, Singularity aspects of Archimedean copulas, Copulae, self-affine functions, and fractal dimensions, Semi-polynomial copulas, Copulas with continuous, strictly increasing singular conditional distribution functions, A sharp inequality for Kendall's \(\tau\) and Spearman's \(\rho\) of extreme-value copulas, Some Smoothing Properties of the Star Product of Copulas, Some members of the class of (quasi-)copulas with given diagonal from the Markov kernel perspective, A note on quasi-copulas and signed measures

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