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In this paper we give an alternative proof of the construction of n-dimensional ordinal sums given in Mesiar and Sempi [15], we also provide a new methodology to construct n-copulas extending the patchwork methodology of Durante, Saminger-Platz and Sarkoci in [6] and [7]. Finally, we use the gluing method of Siburg and Stoimenov [18] to give an alternative method of patchwork construction of n-copulas, which can be also used in composition with our patchwork method.

References

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[13] Y. Malevergne and D. Sornette Extreme Financial Risk. From Dependence to Risk Management. Springer-Verlag, Berlin, 2006.

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[15] R. Mesiar and C. Sempi Ordinal sums and idempotent of copulas. Aequat. Math., 79, No. 1-2, [2010], 39-52.

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[17] G. Salvadori,C. De Michelle, N.T. Kottegoda and R. Rosso (2007). Extremes in Nature. An Approach Using Copulas. Series: Water Science and Technology Library, Vol. 56, Springer, Amsterdam, 2007

[18] K.F. Siburg and P.A. Stoimenov Gluing copulas. Comm. Statist. Theory and Methods, 37, [2008], 3124-3134.

[19] M.H. Zhang Modelling total tail dependence along diagonals. Insur. Math. Econ., 42, [2008], 73-80.

Fecha: Lunes 14 de mayo de 2012
Lugar: Aula 203, Edificio Anexo IIMAS
Hora: 13:00 horas
Café y galletas: 12:45 horas