Title of article :
On Generators in Archimedean Copulas
Author/Authors :
Najjari ، Vadoud - Islamic Azad University, Maragheh branch
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.
Keywords :
Copulas , Generator , Dependence concepts , Measures of association , Tails
Journal title :
Sahand Communications in Mathematical Analysis
Journal title :
Sahand Communications in Mathematical Analysis
