Open AccessArchimedean Copulas and Several Methods on Constructing Generators
Author(s) -
A M Kazemi Rad,
Leila Golshani,
Vadoud Najjari
Publication year - 2021
Publication title -
wseas transactions on systems
Language(s) - English
Resource type - Journals
eISSN - 2224-2678
pISSN - 1109-2777
DOI - 10.37394/23202.2021.20.25
Subject(s) - construct (python library) , regular polygon , computer science , mathematics , mathematical optimization , programming language , geometry
The main aim of this paper is to propose new methods in constructing generators for Archimedean copulas (AC). After reviewing some construction methods of AC generators, three general methods are proposed to construct new generators. These new methods are based on any convex and decreasing functions on [0; 1] and for these forms several examples are provided.