On the measure induced by copulas that are invariant under univariate truncation

Author:

Durante FabrizioORCID,Fernández-Sánchez Juan,Úbeda-Flores Manuel

Funder

Ministero dell’Istruzione, dell’Università e della Ricerca

European Regional Development Fund

Junta de Andalucía

Publisher

Elsevier BV

Subject

Artificial Intelligence,Logic

Reference18 articles.

1. Gradient Flows in Metric Spaces and in the Space of Probability Measures;Ambrosio,2008

2. U. Cherubini, F. Gobbi, S. Mulinacci, Singularity bias, systemic risk and credit indexes, 2019, Available at SSRN.

3. Truncation invariant copulas and a testing procedure;Di Lascio;J. Stat. Comput. Simul.,2016

4. Multivariate patchwork copulas: a unified approach with applications to partial comonotonicity;Durante;Insur. Math. Econ.,2013

5. A note on the notion of singular copula;Durante;Fuzzy Sets Syst.,2013

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