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arXiv · 1204.1627

On a Generalized $*$-Product for Copulas

Pongpol Ruankong·Songkiat Sumetkijakan
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Abstract

This paper focuses on a generalization of the *-product called $\mathbf{C}$-product. This product, first introduced by Durante, Klement and Quesada-Molina, was used to characterize classes of compatible copulas. The $\mathbf{C}$-product of copulas $A$ and $B$ is defined to be an integral of a function which involves the copulas $A$ and $B$ and the family of copulas $\mathbf{C}$. However, measurability of the integrand in the definition is questionable. We will discuss this in details and attempt to re-define the product. Then we derive some properties of the re-defined product.

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Pongpol Ruankong, Songkiat Sumetkijakan. 2012-04-07. On a Generalized $*$-Product for Copulas. https://arxiv.org/abs/1204.1627

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