• Title of article

    Exchangeable copulas

  • Author/Authors

    Roberto Ghiselli Ricci، نويسنده , , Roberto، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2013
  • Pages
    11
  • From page
    88
  • To page
    98
  • Abstract
    This paper focuses on exchangeable copulas: some necessary and sufficient conditions are provided, together with a characterization result, in differential form. A very flexible model capable to generate a wide range of exchangeable copulas is presented.
  • Keywords
    Semilinear copula , Exchangeable copula , Quasi-copula , 2-Increasing property
  • Journal title
    FUZZY SETS AND SYSTEMS
  • Serial Year
    2013
  • Journal title
    FUZZY SETS AND SYSTEMS
  • Record number

    1601679