A method for the elicitation of copulas
In this paper, we introduce a method to construct copulas. The method is based on combining the partial derivatives of two copulas. We prove that the proposed method provides a copula. Then, we exemplify the application of the method in several cases, illustrating the versatility of the method. We a...
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
EDP Sciences
2023-01-01
|
| Series: | 4 open |
| Subjects: | |
| Online Access: | https://www.4open-sciences.org/articles/fopen/full_html/2023/01/fopen220024/fopen220024.html |