This paper focuses on a generalization of the *-product called -product. This product, first introduced by Durante, Klement and Quesada-Molina, was used to characterize classes of compatible copulas. The -product of copulas and is defined to be an integral of a function which involves the copulas and and the family of copulas . However, measurability of the integrand in the definition is questionable. We will discuss this in details and attempt to re-define the product. Then we derive some properties of the re-defined product.
View on arXiv