A new class of symmetric bivariate copulas

By Fabrizio Durante. 2006

62 citations recorded by the source corpus.

Subfields: Finance, Management Science and Operations Research, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/bb5b642ac18bfa9328fbfe62de0759fcf925d3d7

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Finance

1. Fabrizio Durante
2. Peter Sarkoci
3. Stéphane Girard
4. Cécile Amblard
5. Laurent Gardes
6. Carlo Sempi
7. Gilles Stupfler
8. G. Salvadori

In Management Science and Operations Research

1. Fabrizio Durante
2. Stéphane Girard
3. Cécile Amblard
4. Peter Sarkoci
5. G. Salvadori

In Statistics and Probability

1. Fabrizio Durante
2. Stéphane Girard
3. Cécile Amblard
4. Laurent Gardes
5. Armelle Guillou
6. Gilles Stupfler
7. G. Salvadori

Citations in the corpus

• Distorted Copulas: Constructions and Tail Dependence (2010, background): “Let C be a semilinear copula (compare with Durante, 2006; Durante et al., 2008); i.e., there exists f → that is strictly increasing and continuous with f t t decreasing on 0 1 and f 1 = 1, such that C x y = min x y f max x y Let us consider t = t for every > 0.”
• A new extension of bivariate FGM copulas (2009, background): “Example 5 Finally, note that the family Cf (u, v) = min(u, v)f(max(u, v)) proposed in [6] can also enter our sub-family with an appropriate choice of K.”