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Characterizations of bivariate conic, extreme value, and Archimax copulas

Author

Listed:
  • Saminger-Platz Susanne
  • Klement Erich Peter

    (Department of Knowledge-Based Mathematical Systems, Johannes Kepler University, 4040 Linz, Austria)

  • Arias-García José De Jesús

    (De Jesús Arias-García KERMIT, Department of Mathematical Modelling, Statistics and Bioinformatics, Ghent University, 9000 Gent, Belgium)

  • Mesiar Radko

    (Department of Mathematics and Descriptive Geometry, Faculty of Civil Engineering, Slovak University of Technology, 810 05 Bratislava, Slovakia)

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.

Suggested Citation

  • Saminger-Platz Susanne & Klement Erich Peter & Arias-García José De Jesús & Mesiar Radko, 2017. "Characterizations of bivariate conic, extreme value, and Archimax copulas," Dependence Modeling, De Gruyter, vol. 5(1), pages 45-58, January.
    • Handle: RePEc:vrs:demode:v:5:y:2017:i:1:p:45-58:n:3
    DOI: 10.1515/demo-2017-0003
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    References listed on IDEAS

    as
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