B0694
Title: Dynamical properties of stochastically monotone copulas
Authors: Christopher Strothmann - TU Dortmund University (Germany) [presenting]
Karl Friedrich Siburg - TU Dortmund (Germany)
Abstract: The behaviour of stochastically monotone copulas with respect to the Markov product of copulas is investigated. These copulas exhibit a unique dependence reduction property, which enables the characterisation of idempotents and $n$-fold iterates of stochastically monotone copulas as ordinal sums of the independence copula.
