Zobrazeno 1 - 10 of 12 pro vyhledávání: '"Remi Guillaume Bagré"'
1
Akademický článek
Construction of a Class of Copula Using the Finite Difference Method
Autor: Remi Guillaume Bagré, Frédéric Béré, Vini Yves Bernadin Loyara
Publikováno v: Journal of Function Spaces, Vol 2021 (2021)
The definition of a copula function and the study of its properties are at the same time not obvious tasks, as there is no general method for constructing them. In this paper, we present a method that allows us to obtain a class of copula as a soluti
Externí odkaz: https://doaj.org/article/8c98d432b44f4e2384185b6c2139f320
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2
Akademický článek
Estimation of the Value at Risk Using the Stochastic Approach of Taylor Formula
Autor: Vini Yves Bernadin Loyara, Remi Guillaume Bagré, Diakarya Barro
Publikováno v: International Journal of Mathematics and Mathematical Sciences, Vol 2020 (2020)
The aim of this paper is to provide an approximation of the value-at-risk of the multivariate copula associated with financial loss and profit function. A higher dimensional extension of the Taylor–Young formula is used for this estimation in a Euc
Externí odkaz: https://doaj.org/article/484687a9d85a4404bc5c6f561e0b2395
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3
Akademický článek
Spatial Tail Dependence and Survival Stability in a Class of Archimedean Copulas
Autor: Diakarya Barro, Moumouni Diallo, Remi Guillaume Bagré
Publikováno v: International Journal of Mathematics and Mathematical Sciences, Vol 2016 (2016)
This paper investigates properties of extensions of tail dependence of Archimax copulas to high dimensional analysis in a spatialized framework. Specifically, we propose a characterization of bivariate margins of spatial Archimax processes while spat
Externí odkaz: https://doaj.org/article/1259c4e836174ef4ab02b5490b431c32
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6
Estimation of the Value at Risk Using the Stochastic Approach of Taylor Formula
Autor: Diakarya Barro, Remi Guillaume Bagré, Vini Yves Bernadin Loyara
Publikováno v: International Journal of Mathematics and Mathematical Sciences, Vol 2020 (2020)
The aim of this paper is to provide an approximation of the value-at-risk of the multivariate copula associated with financial loss and profit function. A higher dimensional extension of the Taylor–Young formula is used for this estimation in a Euc
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::04fa32d61bdfb5701762075ba8d5b072
https://doi.org/10.1155/2020/6802932
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8
Construction of a Class of Copula Using the Finite Difference Method
Autor: Frédéric Béré, Vini Yves Bernadin Loyara, Remi Guillaume Bagré
Publikováno v: Journal of Function Spaces, Vol 2021 (2021)
The definition of a copula function and the study of its properties are at the same time not obvious tasks, as there is no general method for constructing them. In this paper, we present a method that allows us to obtain a class of copula as a soluti
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::8341c927a466655e02c529a206fd7863
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