Top-level heading

On the role of ultramodularity (and Schur concavity) in the construction of binary copulas

Categoria: 
Seminari di Probabilità
Data e ora inizio evento: 
Data e ora fine evento: 
Aula: 
Sala di Consiglio
Sede: 

Dipartimento di Matematica Guido Castelnuovo, Sapienza Università di Roma

Speaker: 

Radko Mesiar (STU Bratislava)

We discuss and stress the role of ultramodularity in special types of constructions of binary copulas. After recalling of some known ultamodularity-based results, we focus on a the so-called D-product of a copula and its dual. We show that for each copula D which is ultramodular and Schur concave on the left upper triangle of the unit square, this D-product of an arbitrary copula and its dual is again a copula. Several examples and counterexamples are given. Finally, some of our results are generalized to the case of semicopulas and quasi-copulas. Work in collaboration with E. P. Klement, A. Kolesarova and S. Saminger-Platz