Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Compound vectors of subordinators and their associated positive L\'evy
  copulas   L\'evy copulas are an important tool which can be used to build dependent
L\'evy processes. In a classical setting, they have been used to model
financial applications. In a Bayesian framework they have been employed to
introduce dependent nonparametric priors which allow to model heterogeneous
data. This paper focuses on introducing a new class of L\'evy copulas based on
a class of subordinators recently appeared in the literature, called
\textit{Compound Random Measures}. The well-known Clayton L\'evy copula is a
special case of this new class. Furthermore, we provide some novel results
about the underlying vector of subordinators such as a series representation
and relevant moments. The article concludes with an application to a Danish
fire dataset.

28
The categories of this paper are: alg-geom
25
The categories of this paper are: patt-sol
18
The categories of this paper are: econ
29
The categories of this paper are: funct-an
6
The categories of this paper are: astro-ph
19
The categories of this paper are: eess
34
The categories of this paper are: chem-ph
7
The categories of this paper are: hep-th
33
The categories of this paper are: plasm-ph
8
The categories of this paper are: hep-ex
31
The categories of this paper are: ao-sci
13
The categories of this paper are: quant-ph
35
The categories of this paper are: mtrl-th
30
The categories of this paper are: q-alg
9
The categories of this paper are: nlin
11
The categories of this paper are: hep-lat