A note on bivariate Archimax copulas

Durante Fabrizio (), Sánchez Juan Fernández () and Sempi Carlo ()
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Durante Fabrizio: Dipartimento di Scienze dell’Economia, Università del Salento,Lecce, Italy
Sánchez Juan Fernández: Grupo de Investigación de Análisis Matemático, Universidad deAlmería, Spain
Sempi Carlo: Dipartimento di Matematica e Fisica “Ennio De Giorgi”, Università del Salento,Lecce, Italy

Dependence Modeling, 2018, vol. 6, issue 1, 178-182

Abstract: We present an analytical proof of the characterisation of bivariate Archimax copulas in terms of the properties of their generating functions.

Keywords: Archimax copulas; Pickands functions (search for similar items in EconPapers)
Date: 2018
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Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:vrs:demode:v:6:y:2018:i:1:p:178-182:n:11

DOI: 10.1515/demo-2018-0011

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