Some Results on a Generalized Archimedean Family of Copulas
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Abstract:
Durante et al. (2007) introduced a class of bivariate copulas depending on two generators which generalizes some known families such as the Archimedean copulas. In this paper we provide some result on properties of this family when the generators are certain univariate survival functions.
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Journal title
volume 9 issue 2
pages 147- 158
publication date 2013-03
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