Durante, Fabrizio; Fernández Sánchez, Juan; Sempi, Carlo - In: Insurance: Mathematics and Economics 53 (2013) 3, pp. 897-905
We present a general view of patchwork constructions of copulas that encompasses previous approaches based on similar ideas (ordinal sums, gluing methods, piecing-together, etc.). Practical applications of the new methodology are connected with the determination of copulas having specified...