New copulas and their applications to symmetrizations of bivariate copulas
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.
math.ST↗