Table 1 Examples of tail orders and dependence coefficients

BB1

λ_L=2^−1/θδ

λ_U=2−2^1/δ

Clayton

λ_L=2^−1/θ

κ_U=2

Frank

κ_L=2

κ_U=2

Gaussian

κ_L=2/(1+ρ)

κ_U=2/(1+ρ)

UW-Copula

κ_T,Lor λ_T,L

κ_T,Uor λ_T,U

UW-BB1

λ_T,L=2^−b/θδ if a=1

λ_T,U=2−2^a/δ

λ_T,L=1 if a<1

UW-Clayton

λ_T,L=2^−b/θ if a=1

λ_T,U=2−2^a

λ_T,L=1 if a<1

UW-Frank

κ_T,L=2^a

λ_T,U=2−2^a

UW-Gaussian

κ_T,L=[2/(1+ρ)]^a

λ_T,U=2−2^a