Why do we have $C(u,v) = V_{C}([0,u]\times[0,v])$?

by user1337   Last Updated August 14, 2019 03:19 AM - source

Given that $C:[0,1]\times[0,1]\rightarrow[0,1]$ is a copula and $V_{C}([0,u]\times[0,v])$ is the $C$-volume of the rectangle $[0,u]\times[0,v]$, why $C(u,v) = V_{C}([0,u]\times[0,v])$?

I know it is a quite simple question, but I am not able to answer it.

Tags : copula


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