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The Relations between Some Families of Copulas

Author name : MARWA MOGHAZY ATTIA ABDELATY SEYAM
Publication Date : 2021-12-24
Journal Name : Journal of Advances in Mathematics and Computer Science

Abstract

Copulas are mathematical objects that fully capture the dependence structure among random variables and
thus offer a great deal of flexibility in building multivariate stochastic models. They have widely use in, credit
models, risk aggregation, portfolio selection, insurance, and reliability theory. This study will disscuss the
relationship among a few copulas.

Keywords

Copula; survival copula; ordering; measure of dependency; polynomial copula; Harmonic copula; homogeneous copula

Publication Link

https://www.journaljamcs.com/index.php/JAMCS/article/view/30417

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