The family of Liouville copulas is defined as the survival copulas of multivariate Liouville distributions. and it covers the Archimedean copulas constructed by Williamson’s d-transform. Liouville copulas provide a very wide range of dependence ranging from positive to negative dependence in the upper tails. and they can be useful in modeling tail risks. https://parisnaturalfoodes.shop/product-category/super-tampon-w-app/