This week, Anne-Laure Fougères gave a talk in Besançon about Multivariate Archimax Copulas (that was a joint work with Christian Genest and Johanna Nešlehová)

The slides are great, so I asked Anne-Laure if it was possible to upload them. To go further (and look at the proofs) the paper is still available on the website of the Journal of Multivariate Analysis

“A multivariate extension of the bivariate class of Archimax copulas was recently proposed by Mesiar & Jagr (2013), who asked under which conditions it holds. This paper answers their question and provides a stochastic representation of multivariate Archimax copulas. A few basic properties of these copulas are explored, including their minimum and maximum domains of attraction. Several non-trivial examples of multivariate Archimax copulas are also provided.“

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