Abdullah-A Aldhufairi, Fadal; Samanthi, Ranadeera G.M.; … - In: Risks : open access journal 8 (2020) 4/106, pp. 1-19
This article studies a new family of bivariate copulas constructed using the unit-Lomax distortion derived from a transformation of the non-negative Lomax random variable into a variable whose support is the unit interval. Existing copulas play the role of the base copulas that are distorted...