Characterizations of bivariate conic, extreme value, and Archimax copulas
Sprache des Titels:
Englisch
Original Kurzfassung:
Based on a general construction method by means of bivariate ultramodular copulas we construct, for particular settings, special bivariate conic, extreme value, and Archimax copulas. We also show that the sets of copulas obtained in this way are dense in the sets of all conic, extreme value, and Archimax copulas, respectively.