A note on bivariate Archimax copulas

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

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Bibliographic Details
Published inDependence modeling Vol. 6; no. 1; pp. 178 - 182
Main Authors Durante, Fabrizio, Sánchez, Juan Fernández, Sempi, Carlo
Format Journal Article
LanguageEnglish
Published De Gruyter 01.10.2018
Subjects
60E05
Archimax copulas
Pickands functions
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Summary:We present an analytical proof of the characterisation of bivariate Archimax copulas in terms of the properties of their generating functions.
ISSN:2300-2298
2300-2298
DOI:10.1515/demo-2018-0011