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07/20/2023
Coherence and avoidance of sure loss for standardized functions and semicopulas
We discuss avoidance of sure loss and coherence results for semicopulas ...
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09/14/2020
Spearman's footrule and Gini's gamma: Local bounds for bivariate copulas and the exact region with respect to Blomqvist's beta
Copulas are becoming an essential tool in analyzing data and knowing loc...
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11/08/2019
Relation between Blomqvist's beta and other measures of concordance of copulas
An investigation is presented of how a comprehensive choice of four most...
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09/14/2019
Relation between non-exchangeability and measures of concordance of copulas
An investigation is presented of how a comprehensive choice of five most...
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08/29/2018
Asymmetry of copulas arising from shock models
When choosing the right copula for our data a key point is to distinguis...
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08/23/2018
Asymmetric linkages: maxmin vs. reflected maxmin copulas
In this paper we introduce some new copulas emerging from shock models, ...
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08/23/2018