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Show that the generator of a Frank copula e -du PEr (u|0) = - log 0 E{ (-Do, 0) U (0, co ) } ,

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Show that the generator of a Frank copula e -du PEr (u|0) = - log 0 E{ (-Do, 0) U (0, co ) } , e-0 - 1 satisfies assumptions 1-3 of a strict generator.1. 4 is a continuous, strictly decreasing, and convex function mapping [0, 1] onto [0, co], 2. 4(0) = co, and 3. 4(1) = 0

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