The co-monotonicity copula C+ is not an Archimedean copula; however, in the two-dimensional case, the counter-monotonicity copula C−(u1, u2) = max(u1 + u2 − 1, 0) is. What is its generator function?...


The co-monotonicity copula C+ is not an Archimedean copula; however, in the two-dimensional case, the counter-monotonicity copula C−(u1, u2) = max(u1 + u2 − 1, 0) is. What is its generator function?


 Show that the generator of a Frank copula



May 26, 2022
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