Peer-Reviewed Article December 31, 2019
A FUNCTIONAL TREATMENT OF ASYMMETRIC COPULAS A. SANI AND L. KARBIL
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Publisher: Alexandria University, Faculty of Science • Egypt • 3009-6731 • 2090-729X
Abstract
The concept of asymmetric copulas is revisited and is made more precise.We give a rigorous topological argument for opportunity to define asymmetry measures defined recently by K.F Siburg [6] through exhibiting at least three ordered classes of copulas according to a suitable equivalence relation.We define a process of ordering subcopulas which makes clearer the degree of asymmetry.As illustration, we treat the asymmetric Cobb-Douglas utility model.