Construction of a Class of Copula Using the Finite Difference Method

The definition of a copula function and the study of its properties are at the same time not obvious tasks, as there is no general method for constructing them. In this paper, we present a method that allows us to obtain a class of copula as a solution to a boundary value problem. For this, we use t...

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Bibliographic Details
Main Authors: Remi Guillaume Bagré, Frédéric Béré, Vini Yves Bernadin Loyara
Format: Article
Language:English
Published: Wiley 2021-01-01
Series:Journal of Function Spaces
Online Access:http://dx.doi.org/10.1155/2021/5271105
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