The following pages link to Véronique Maume-Deschamps (Q200531):
Displaying 50 items.
- (Q303733) (redirect page) (← links)
- On a capital allocation by minimization of some risk indicators (Q303736) (← links)
- Estimating a bivariate tail: a copula based approach (Q391665) (← links)
- Adjustment coefficient for risk processes in some dependent contexts (Q429976) (← links)
- Multivariate extensions of expectiles risk measures (Q515556) (← links)
- Fast remote but not extreme quantiles with multiple factors: applications to Solvency II and enterprise risk management (Q635987) (← links)
- High level quantile approximations of sums of risks (Q906345) (← links)
- Regularity of the Euclid algorithm; application to the analysis of fast GCD algorithms (Q1025385) (← links)
- (Q1375392) (redirect page) (← links)
- Convergence speed to equilibrium state for Markovian non-Hölderian dynamics (Q1375393) (← links)
- Spatial expectile predictions for elliptical random fields (Q1657810) (← links)
- Estimation of quantile oriented sensitivity indices (Q1698261) (← links)
- Extremes for multivariate expectiles (Q1756031) (← links)
- Decay of correlations on towers with non-Hölder Jacobian and non-exponential return time (Q1779044) (← links)
- Decay of correlations for piecewise invertible maps in higher dimensions (Q1852721) (← links)
- Lasota-Yorke maps with holes: Conditionally invariant probability measures and invariant probability measures on the survivor set (Q1874507) (← links)
- Erratum to: Dynamical sources in information theory: Fundamental intervals and word prefixes (Q1879254) (← links)
- Quantile predictions for elliptical random fields (Q2011511) (← links)
- Semiparametric estimation for space-time max-stable processes: an \(F\)-madogram-based approach (Q2046292) (← links)
- Dependence structure estimation using copula recursive trees (Q2048120) (← links)
- Estimation of multivariate generalized gamma convolutions through Laguerre expansions (Q2074286) (← links)
- Random forest estimation of conditional distribution functions and conditional quantiles (Q2106811) (← links)
- Fitting spatial max-mixture processes with unknown extremal dependence class: an exploratory analysis tool (Q2195748) (← links)
- Risk processes with dependence and premium adjusted to solvency targets (Q2391937) (← links)
- Impact of dependence on some multivariate risk indicators (Q2397956) (← links)
- Correlation decay for Markov maps on a countable state space (Q2709595) (← links)
- Projective metrics and mixing properties on towers (Q2716143) (← links)
- Some mixing properties of conditionally independent processes (Q2807763) (← links)
- Ruin probabilities in models with a Markov chain dependence structure (Q2868616) (← links)
- Some multivariate risk indicators: Minimization by using a Kiefer–Wolfowitz approach to the mirror stochastic algorithm (Q3224136) (← links)
- Exponential inequalities and estimation of conditional probabilities (Q3416888) (← links)
- EXPONENTIAL INEQUALITIES AND FUNCTIONAL ESTIMATIONS FOR WEAK DEPENDENT DATA: APPLICATIONS TO DYNAMICAL SYSTEMS (Q3426807) (← links)
- Discrete-Time Risk Models Based on Time Series for Count Random Variables (Q3569709) (← links)
- (Q4384909) (← links)
- On the existence of conditionally invariant probability measures in dynamical systems (Q4508719) (← links)
- Invariant measures for piecewise convex transformations of an interval (Q4549361) (← links)
- Almost sure rates of mixing for i.i.d. unimodal maps (Q4551920) (← links)
- (Q4667608) (← links)
- (Q4714360) (← links)
- Pressure and recurrence (Q4811284) (← links)
- Censored pairwise likelihood-based tests for mixing coefficient of spatial max-mixture models (Q4958339) (← links)
- On the consistency of Sobol indices with respect to stochastic ordering of model parameters (Q4967804) (← links)
- Goal-Oriented Shapley Effects with Special Attention to the Quantile-Oriented Case (Q5052894) (← links)
- Copulas checker-type approximations: Application to quantiles estimation of sums of dependent random variables (Q5077243) (← links)
- Exponential inequalities for VLMC empirical trees (Q5190283) (← links)
- Analysis of fast versions of the Euclid Algorithm (Q5194620) (← links)
- Plug-in estimation of level sets in a non-compact setting with applications in multivariate risk theory (Q5408470) (← links)
- (Q5485339) (← links)
- Decay of random correlation functions for unimodal maps. (Q5942365) (← links)
- Risk assessment using suprema data (Q6292460) (← links)
