On the α-migrativity of multivariate semi-copulas
Information Sciences: an International Journal
Short Communication: A note on quasi-copulas and signed measures
Fuzzy Sets and Systems
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This paper starts with a few critical considerations about the use of copulas in applications, mainly in the field of Mathematical Finance. Two points will be stressed: (i) the construction of asymmetric copulas and (ii) the construction of multivariate copulas. Also, it briefly touches on the long-standing problem of compatibility. Copyright © 2010 John Wiley & Sons, Ltd. (This paper is based on the talk presented at the 4th Brazilian Conference on Statistical Modelling in Insurance and finanace held in Maresias, 4–8 April 2009.)