A Note on Exchangeable Copulas

Ricci, Roberto Ghiselli

doi:10.1007/978-3-642-31715-6_20

Roberto Ghiselli Ricci⁶

Part of the book series: Communications in Computer and Information Science ((CCIS,volume 298))

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International Conference on Information Processing and Management of Uncertainty in Knowledge-Based Systems

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Abstract

This paper focuses on exchangeable copulas: some characterizing conditions are given and various examples are provided.

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Authors and Affiliations

Department of Economia Istituzioni Territorio, University of Ferrara, Via Voltapaletto 11, I-44121, Ferrara, Italy
Roberto Ghiselli Ricci

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Roberto Ghiselli Ricci
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Editors and Affiliations

Faculty of Economics, University of Catania, Corso Italia, 55, 95129, Catania, Italy
Salvatore Greco & Benedetto Matarazzo &
Université Pierre et Marie Curie - Paris6, CNRS UMR 7606, DAPA, LIP6 8, rue du Capitaine Scott, F-75015, Paris, France
Bernadette Bouchon-Meunier
Dip. Matematica e Informatica, Università di Perugia, 06123, Perugia, Italy
Giulianella Coletti
Department of Computer and Management Science, University of Trento, Via Inama 5, 38122, Trento, Italy
Mario Fedrizzi
Machine Intelligence Institute, IONA College, 10801, New Rochelle, NY, USA
Ronald R. Yager

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Ricci, R.G. (2012). A Note on Exchangeable Copulas. In: Greco, S., Bouchon-Meunier, B., Coletti, G., Fedrizzi, M., Matarazzo, B., Yager, R.R. (eds) Advances in Computational Intelligence. IPMU 2012. Communications in Computer and Information Science, vol 298. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-31715-6_20

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DOI: https://doi.org/10.1007/978-3-642-31715-6_20
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-642-31714-9
Online ISBN: 978-3-642-31715-6
eBook Packages: Computer ScienceComputer Science (R0)

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