Exchangeable copulas

Authors:
Roberto Ghiselli Ricci
Affiliations:
Department of Economia Istituzioni Territorio, University of Ferrara, Via Voltapaletto 11, 44121 Ferrara, Italy
Venue:
Fuzzy Sets and Systems
Year:
2013

Citing 4
Cited 0

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Abstract

This paper focuses on exchangeable copulas: some necessary and sufficient conditions are provided, together with a characterization result, in differential form. A very flexible model capable to generate a wide range of exchangeable copulas is presented.