The generator is given by

exp (−αu ) −1
φ ( u ) =ln ⁡
( exp (−α )−1 )
−1
φ−1 ( t )= ln ⁡( 1+ et ( e−α −1 ) )
α

The Frank n-copula is given by:

n

C ( u 1 , u2 , …u n )=
−1
α {
ln 1 + −α
( e −1 )
∏
i=1
n−1
( e−α u −1 )
i

, α> 0 , n≥ 3 }
As for derivatives of φ−1 ( t ), we have:
t −α
−1 e ( e −1 )
φ−1 (1) ( t )=
α 1+e t ( e−α −1 )

e t ( e−α −1 ) ∂ω −1
Let ω= , we have: =−ω (ω−1) and φ−1 (1) ( t )= ω
t −α
1+ e ( e −1 ) ∂t α

∂ −1( 1)
φ−1 (2) ( t ) =
∂t
[ φ (t ) ]= ∂∂ω [ φ−1( 1) ] ∂∂ωt = α1 ω (ω−1)
∂ −1( 2) ∂ ω −1
φ−1 (3) ( t ) = [ φ ] = ω(ω−1)(2 ω−1)
∂ω ∂t α

In general we obtain:
−1
φ−1 (1) ( t )= g (ω) , where g1 (ω) =ω
α 1

and

1
φ−1 (k ) ( t )=(−1)k g (ω) where g1 (ω) =ω (ω−1) g(1)
k−1(ω ¿
α k

With
∂ g k−1
g(1k−1
)
(ω ¿= and k≥ 2
∂ω

Finally, we give the following algorithm in order to generate a random

variate (u ¿ ¿ 1 , u2 ,… , un )' ¿from the Frank copula:
Simulate n independent random variables ( v ¿ ¿1 , v 2 , … , v n )' ¿from U(0,1)
Setu1=v 1 and v 2=C2 (u ∨v ), 2 1

φ−1 (1 )(c2 ) exp ( −α u1 ) −1

v 2=
φ−1 ( 1 )
(c1 )
, c 1=φ ( u 1 )=ln ( exp (−α )−1 )
( exp ( −α u1 ) −1 )( exp (−α u 2 )−1 )
c 2=φ ( u1 ) +φ ( u2 ) =ln
( (exp (−α )−1)
2 )
exp ( −α u2−1 )
v 2=e−α u 1

exp (−α )−1+ ( exp (−α u1 )−1 )( exp (−α u 2) −1 )

v 2( 1−e−α )
u2=
−1
α
ln 1+
{
v 2 ( e−α u −1 )−e−α u 1 1 }
φ−1 ( 2) ( c3 ) ( exp (−α u1 )−1 )( exp ( −α u2 ) −1 )
v3 =C3 (u ∨u , u )=
3 1 2
φ
−1( 2)
( c 2)
with c 2=ln ( (exp (−α )−1)
2 )
( exp (−α u1 )−1 )( exp (−α u2 ) −1 )(exp (−α u3 )−1 )
c 3=ln
( ( exp (−α )−1 )
3
)
Then,
v3 =( e−α −1 ) ¿ ¿

e−α u −1
3

× ¿¿¿