I have a Joe-Clayton (BB7) Copula with its function C(u1,u2;θ,δ) = 1-{1-[(1-(1-u1)^θ)^-δ+(1-(1-u2)^θ)^(-δ)-1]^-1/δ}^1/θ
Tail dependence of this Copula is (λl,λu)=(2^-1/δ,2-2^1/θ).
How can i calculate this result given that:
λl=lim(when a->0)(C(a,a)/a)
λu=lim(when a->1)((1-2a+C(a,a))/(1-a))