Modelling the Dependence of Parametric Bivariate Extreme Value Copulas

In this study, we consider the situation where contraints are made on the domains of two random variables whose joint copula is an extreme value model. We introduce a new measure which characterize these conditional dependence. We proved that every bivariate extreme value copulas is totally characterized by a conditional dependence function. Every two- dimensional distribution is also shown to be max-infinite divisible under a restriction on the new measure. The average and median values of the measure have been computed for the main bivariate families of parametric extreme value copulas.