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math.PR2023★ 6 cited
Exact upper bound for copulas with a given diagonal section
Damjana Kokol Bukovšek, Blaž Mojškerc, Nik Stopar
We answer a 15-year-old open question about the exact upper bound for bivariate copulas with a given diagonal section by giving an explicit formula for this bound. As an applicatio…
math.PR2020★ 6 cited
Some multivariate imprecise shock model copulas
David Dolžan, Damjana Kokol Bukovšek, Matjaž Omladič +1
Bivariate imprecise copulas have recently attracted substantial attention. However, the multivariate case seems still to be a "blank slate". It is then natural that this idea be te…