Klein, Ingo; Fischer, Matthias; Pleier, Thomas - Institut für Wirtschaftspolitik und Quantitative … - 2011
It is well known that the arithmetic mean of two possibly differentcopulas forms a copula, again. More general, we focus on theweighted power mean (WPM) of two arbitrary copulas which is notnecessary a copula again, as different counterexamples reveal. However,various conditions regarding the...