Research Article

Hybrid Clayton-Frank Convolution-Based Bivariate Archimedean Copula

Table 16

Bivariate copula families with which the Hybrid Clayton-Frank copula is compared.

Copula nameNumberParameter 1Parameter 2

Gaussian-
Student
Clayton (survival)-
Rotated Clayton (90 and 270 degrees)-
Gumbel (survival)-
Rotated Gumbel (90 and 270 degrees)-
Frank-
Joe (survival)-
Rotated Joe (90 and 270 degrees)-
Clayton-Gumbel (Survival)
Rotated Clayton-Gumbel (90 and 270 degrees)
Joe-Clayton (Survival)
Rotated Joe-Clayton (90 and 270 degrees)
Joe-Frank (Survival)
Rotated Joe-Frank (90 and 270 degrees)
Tawn Type 1 (Survival)
Rotated Tawn Type 1 (90 and 270 degrees)
Tawn Type 2 (Survival)
Rotated Tawn Type 2 (90 and 270 degrees)