Document Type: Research Paper

Author

Young Researchers and Elite Club, Maragheh branch, Islamic Azad University, Maragheh, Iran.

Abstract

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.

Keywords

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