On Generators in Archimedean Copulas

This study after reviewing  construction methods of generators in Archimedean copulas (AC),  proposes several useful lemmas related with generators of AC. Then a new trigonometric Archimedean family will be shown which is based on cotangent function. The generated new family is able to model the low dependence structures.

کلیدواژه ها:

Copulas ، Generator ، Dependence concepts ، Measures of association ، Tails