Table 4: Five families of copulas.

Family Range of

Normal [−1, 1]
Student [−1, 1]
Clayton
Frank
Gumbel

: cumulative distribution function (CDF) of a (0,1).
: CDF of a standard bivariate normal distribution with Pearson
correlation .
: CDF of a student distribution with degrees of freedom.
: CDF of a bivariate student distribution with degrees of freedom.
Source: [46].