On the preservation of copula structure under truncation

By D. Oakes. 2005

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Applying copula models to individual claim loss reserving methods (2010, background): “Furthermore, the Clayton copula is the only absolutely continuous copula that is preserved under truncation (cf. Oakes, 2005).”
Lower tail dependence for Archimedean copulas: Characterizations and pitfalls (2007, unknown): “But then, ψ 2 − k coincides with ψ , and thus C 2 − k coincides with C for all nonnegative integer k , as required 2 5 Discussion: Asymptotic independence The problem with Theorem 3.5 in Juri and W¨uthrich (2002) comes from the auxiliary Lemma 3.4 in the same paper.”