On Generators in Archimedean Copulas

author

  • Vadoud Najjari Young Researchers and Elite Club, Maragheh branch, Islamic Azad University, Maragheh, Iran.
Abstract:

This study after reviewing  construction methods of generators in Archimedean copulas (AC),  proposes several useful lemmas related with generators of AC. Then a new trigonometric Archimedean family will be shown which is based on cotangent function. The generated new family is able to model the low dependence structures.

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Journal title

volume 12  issue 1

pages  155- 166

publication date 2018-11-01

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