The research on construction of Archimedean Copulas’ generators based on composite
Liqiong Ma · jOURNAL OF southwest University for Nationalities · 2008
This paper discusses a new method of construction of Archimedean Copula’ generators through composing any given generator with other general functions. The sufficient and necessary conditions are presented,also the sufficient conditions for the multivariate. And some immanent relations of composite constructions and with others are discussed.