On a Generalized *-Product for Copulas

MaRDI QIDQ6232160zbMATH OpenFDO

Authors Pongpol Ruankong, S. Sumetkijakan

Publication date 7 April 2012

Mathematics Subject Classification ID

Measures and integrals in product spaces (28A35)

Abstract: This paper focuses on a generalization of the *-product called $mathbfC$-product. This product, first introduced by Durante, Klement and Quesada-Molina, was used to characterize classes of compatible copulas. The $mathbfC$-product of copulas $A$ and $B$ is defined to be an integral of a function which involves the copulas $A$ and $B$ and the family of copulas $mathbfC$. However, measurability of the integrand in the definition is questionable. We will discuss this in details and attempt to re-define the product. Then we derive some properties of the re-defined product.

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