The official history of copulas begins in 1959 with Sklar [1959]; but, as is often the case in
Mathematics, for groundbreaking results there are forerunners and precedents. These latter …

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Given a copula C, we examine under which conditions on an order isomorphism ψ of [0, 1]
the distortion C ψ:[0, 1] 2→[0, 1], C ψ (x, y)= ψ {C [ψ− 1 (x), ψ− 1 (y)]} is again a copula. In …

Tail dependence copulas provide a natural perspective from which one can study the
dependence in the tail of a multivariate distribution. For Archimedean copulas with …

For a given bivariate survival function F¯, we study the relations between the set of the level
curves of F¯ and the Kendall distribution. Then we characterize the survival models …

A semi-copula S:[0, 1] 2→[0, 1] is called supermigrative if it is commutative and satisfies S
(αx, y)⩾ S (x, αy) for all α∈[0, 1] and for all x, y∈[0, 1] such that y⩽ x. In this paper, the class …

The class of all bivariate copulas that are invariant under univariate truncation is
characterized. To this end, a family of bivariate copulas generated by a real-valued function …

Let $\mbox {\boldmath $ X $}=(X, Y) $ be a pair of exchangeable lifetimes whose
dependence structure is described by an Archimedean survival copula, and let $\mbox …

We point out how capacities (non-additive measures) can be used to provide explanations
about the concept of bivariate ageing function. The latter had been introduced to describe …

Let X=(X, Y) be a pair of lifetimes whose dependence structure is described by an
Archimedean survival copula, and let X t=[(X− t, Y− t)| X> t, Y> t] denotes the corresponding …