On the interrelation between some dependence coefficients of extreme value copulas

For extreme value copulas with the known upper tail dependence coefficient we found pointwise upper and lower bounds that are used to establish the upper and lower bounds of the Spearman’s and Kendall’s correlation coefficients. It is shown that in all cases the lower bounds are achieved on Marshall-Olkin copulas, and the upper ones are achieved on copulas with piecewise-linear dependence functions.