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arXiv · 2106.14240

New copulas and their applications to symmetrizations of bivariate copulas

Mohamed El Maazouz·Ahmed Sani
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Abstract

New copulas, based on perturbation theory, are introduced to clarify a \emph{symmetrization} procedure for asymmetric copulas. We give also some properties of the \emph{symmetrized} copula. Finally, we examine families of copulas with a prescribed symmetrized one. By the way, we study topologically, the set of all symmetric copulas and give some of its classical and new properties.

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Mohamed El Maazouz, Ahmed Sani. 2021-06-27. New copulas and their applications to symmetrizations of bivariate copulas. https://arxiv.org/abs/2106.14240

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