Spreeuw, Jaap - In: Insurance: Mathematics and Economics 59 (2014) C, pp. 235-242
The inverse of the (additive) generator of an Archimedean copula is a strictly decreasing and convex function, while utility functions (applying to risk averse decision makers) are nondecreasing and concave. This provides a basis for deriving an inverse generator of an Archimedean copula from a...