Yang, Jingping; Qi, Yongcheng; Wang, Ruodu - In: Insurance: Mathematics and Economics 45 (2009) 1, pp. 139-147
In this paper, we present a class of multivariate copulas whose two-dimensional marginals belong to the family of bivariate Frechet copulas. The coordinates of a random vector distributed as one of these copulas are conditionally independent. We prove that these multivariate copulas are uniquely...