Which of the Following Is an Archimedean Copula Over Two

question 10

Multiple Choice

Which of the following is an Archimedean copula over two distribution functions

• A) \[C \left( F _ { 1 } , F _ { 2 } \right) = \ln \left\{ - \left[ \left( \ln \frac { 1 } { F _ { 1 } } \right) ^ { a } + \left( \ln \frac { 1 } { F _ { 2 } } \right) ^ { a } \right] ^ { 1 / a } \right\}\]
• B) \[C \left( F _ { 1 } , F _ { 2 } \right) = \exp \left\{ - \left[ \left( \ln \frac { 1 } { F _ { 1 } } \right) ^ { a } + \left( \ln \frac { 1 } { F _ { 2 } } \right) ^ { a } \right] ^ { a } \right\}\]
• C) \[C \left( F _ { 1 } , F _ { 2 } \right) = \exp \left\{ - \left[ \left( \ln \frac { 1 } { F _ { 1 } } \right) ^ { a } + \left( \ln \frac { 1 } { F _ { 2 } } \right) ^ { a } \right] ^ { 1 / a } \right\}\]
• D)None of the above.

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