Right-truncated Archimedean and related copulas

The copulas of random vectors with standard uniform univariate margins truncated from the right are considered and a general formula for such right-truncated conditional is derived. This analytical that can be inverted analytically as functions each single argument. case Archimedean related copulas. resulting not only tractable but also characterized tilted copulas, one main contributions this work. characterization now allows to immediately obtain limiting Clayton copula vector truncation points converging zero (an extension result known in special equal points), work an exact model instead approximate first place. As have been studied literature, various stochastic properties Further include Archimax logistic stable tail dependence outer power form nested