The role of generalized convexity in conic copula constructions

Journal of Mathematical Analysis and Applications(2015)

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摘要
Inspired by the notion of a conic semi-copula, we introduce upper conic, lower conic and biconic semi-copulas with a given section. Such semi-copulas are constructed by linear interpolation on segments connecting the graph of a strict negation operator to the points (0,0) and/or (1,1). The important subclasses of upper conic, lower conic and biconic (quasi-)copulas with a given section are characterized. The notion of generalized convexity turns out to play a key role in this characterization. Some examples are also provided.
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关键词
Biconic copula,Conic copula,Copula,Linear interpolation,Quasi-copula,Semi-copula
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