Constructions of absolutely continuous copulas with given curvilinear or opposite-curvilinear sections

Wei, Zou; Jiehua, Xie

doi:10.22111/ijfs.2025.51574.9112

Document Type : Research Paper

Authors

Zou Wei ¹
Xie Jiehua ²

¹ School of Science, Nanchang Institute of Technology

² School of Business Administration, Nanchang Institute of Technology, China

https://doi.org/10.22111/ijfs.2025.51574.9112

Abstract

In this paper, we address the constructions of absolutely continuous copulas characterized by given
curvilinear or opposite-curvilinear sections. For a given function generated by a suitable curve within the unit square, we develop a family of absolutely continuous copulas having this function as a curvilinear section, achieved by averaging over a series of copulas sharing the common curvilinear section. Subsequently, we establish theoretical relationships between absolutely continuous copulas with given opposite-curvilinear sections and those with corresponding curvilinear sections. Using these relationships, we propose two approaches for constructing of absolutely continuous copulas with given opposite-curvilinear sections.

Keywords

Main Subjects

Fuzzy modelling

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Constructions of absolutely continuous copulas with given curvilinear or opposite-curvilinear sections

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Volume 22, Issue 5September and October 2025Pages 111-128

Volume 22, Issue 5
September and October 2025
Pages 111-128