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Multivariate copulas, quasi-copulas, and lattices
International audience -
Dispersive effect of cross-aging with archimedean copulas
International audience -
Connective Constructions in the World's Languages: A Functionalist Approach
International audience -
Using the notion of copula in tomography
This thesis studies the relationship between Computed Tomography (CT) and the notion of copula. In X-ray tomography the objective is to (re)construct an image... -
Multivariate shuffles and approximation of copulas
International audience -
Extreme values of random or chaotic discretization steps
URL des Documents de travail : http://ces.univ-paris1.fr/cesdp/cesdp2012.html An article based on this working paper is accepted in Journal of Applied Mathematical Sciences -
Sklar's theorem by probabilistic continuation and two consistency results
We give a purely probabilistic proof of Sklar's theorem by a simple continuing technique and sequential arguments. We then consider the case where the distribution... -
Operational risk: A Basel II++ step before Basel III
URL des Documents de travail : http://ces.univ-paris1.fr/cesdp/cesdp2012.html An article based on this working paper is published in Journal of Risk Management in Financial... -
Nonverbal Predication
International audience -
Stress-Test Exercises and the Pricing of Very Long-Term Bonds
In the first part of this thesis, we introduce a new methodology for stress-test exercises. Our approach allows to consider richer stress-test exercises, which assess... -
Empirical Projected Copula Process and Conditional Independence An Extended V...
C - Mathematical and Quantitative Methods/C1 - Econometric and Statistical Methods and Methodology: General/C10 - General URL des Documents de travail :... -
Mood and Modality in Beja
version avant révision -
On the Risk Comovements between the Crude Oil Market and the U.S. Dollar Exch...
This article examines the volatility dependence between the crude oil price and four US dollar exchange rates using both fractional cointegration and copula...
