Open AccessCharacterization of asymptotical expansions of copulas by the use of homogeneous functions
Author(s) -
Ewa Iwaniec
Publication year - 2009
Publication title -
demonstratio mathematica
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.541
H-Index - 28
eISSN - 2391-4661
pISSN - 0420-1213
DOI - 10.1515/dema-2013-0176
Subject(s) - mathematics , homogeneous , valuation (finance) , terminology , characterization (materials science) , calculus (dental) , combinatorics , medicine , linguistics , philosophy , materials science , dentistry , finance , economics , nanotechnology
The definition, terminology and possible forms of homogeneous expansion of copulas are given. The methodology that provides homogeneous expansions with a proof of their existence is presented. Numerous examples illustrating the usage of the main theorem for valuation of the expansions are indicated.