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On Finite-Dimensional Archimedean Copulas
2001We investigate general finite dimensional Archimedean copulas. Some properties of generators of Archimedean copulas are under consideration. We obtain necessary and sufficient conditions for the generators of Archimedean copulas and give some properties of degenerate finite dimensional Archimedean copulas. Some examples of degenerate finite dimensional
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Pair-copula constructions of multiple dependence
Insurance: Mathematics and Economics, 2009Claudia Czado, Arnoldo Frigessi
exaly
Copula-based reliability analysis of degrading systems with dependent failures
Reliability Engineering and System Safety, 2020Guanqi Fang, Rong Pan, Yili Hong
exaly