Multiplicative Archimedean Copula.
Yi Wen · Journal of Zhejiang University(Science Edition) · 2010
Based on the multiplicative model,a wide class of bivariate Copula named as multiplicative Archimedean Copula was constituted,which generalizes the known family of Archimedean Copula.By constituting two new class of multiplicative Archimedean Copula,several interesting examples were constituted,and several properties concerning tail dependence,symmetry were depicted.By investigating the relationship between the multiplicative Archimedean Copula and the classical Archimedean Copula,some difficult problems worthy of discussion were put forward.