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Article

Mikusiński, Piotr ; Taylor, M. D.
A remark on associative copulas. (English). Commentationes Mathematicae Universitatis Carolinae, vol. 40 (1999), issue 4, pp. 789-793
MSC: 60E05, 62E10, 62H05 | MR 1756554 | Zbl 1010.60014
Keywords:
copulas; associative copulas; Archimedean copulas
Summary:
A method for producing associative copulas from a binary operation and a convex function on an interval is described.
References:
[1] Alsina C., Frank M.J., Schweizer B.: Associative functions on intervals. in preparation.
[2] Nelsen R.: An Introduction to Copulas. Springer-Verlag, Berlin-Heidelberg-New York- London-Paris-Tokyo-Hong Kong-Barcelona-Budapest, 1997. MR 2197664 | Zbl 1152.62030
[3] Schweizer B., Sklar A.: Probabilistic Metric Spaces. North-Holland, New York-Amsterdam-Oxford, 1983. MR 0790314 | Zbl 0546.60010
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