OICC Press Mathematical Sciences 2251-7456 19 3 2025 09 30 Exact Expressions for Dependence Measures of Bivariate Extreme Value Copulas 10.57647/mathsci.2025.1903.12 EN Saralees Nadarajah Department of Mathematics, University of Manchester, Manchester M13 9PL, UK Victor Nawa Department of Mathematics and Statistics, University of Zambia, Lusaka, Zambia https://orcid.org/0000-0001-6019-7325 Adamu Abubakar Umar Department of Mathematics, University of Manchester, Manchester M13 9PL, UK; Department of Statistics, Ahmadu Bello University, Zaria, Nigeria Journal Article 2025 09 30 Extreme value copulas are important because they model the dependence structure between extreme events, allowing for accurate risk assessment in fields such as finance, insurance, and environmental studies. In this paper, we derive exact expressions for four of the most popular dependence measures of bivariate extreme value copulas and check their correctness numerically. Over twenty families of bivariate extreme value copulas are considered.