Estimation of the Value at Risk Using the Stochastic Approach of Taylor Formula von Loyara, Vini Yves Bernadin, Barro, Diakarya, Bagré, Remi Guillaume

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Construction of a Class of Copula Using the Finite Difference Method von Bagré, Remi Guillaume, Béré, Frédéric, Loyara, Vini Yves Bernadin

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Links between the Incomplete Gamma Function and the Independent and Gumbel Copulas von Vini Yves Bernadin, Loyara, Remi Guillaume, Bagre, Frédéric, Bere

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Spatial Tail Dependence and Survival Stability in a Class of Archimedean Copulas von Barro, Diakarya, Diallo, Moumouni, Bagré, Remi Guillaume

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SPATIAL CHARACTERIZATION OF STOCHASTIC DEPENDENCE USING COPULAS von Bagré, Remi Guillaume, Loyara, Vini Yves Bernadin, Barro, Diakarya

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On Approximation of Copulas, Solution of Elliptic Problem, Using the Finite Difference Method: Generalization von Guillaume Bagré, Remi, Béré, Frédéric, Cédric Somé, Kpèbbèwèrè, Dieudonné Ibrango, Paliguiwindé

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Asymptotic Behavior of Multivariate Extremes Geometric Type Random Variables von Béré, Frédéric, Cédric Somé, Kpèbbèwèrè, Guillaume Bagré, Remi, Clovis Nitiéma, Pierre

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COPULA OF BERNSTEIN AND DEGREE OF DISCORDANCE von LOYARA, Vini Yves Bernadin, OUOBA, Fabrice, BAGRE, Remi Guillaume

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Estimated of COVID-19 Sampling Mean in Burkina Faso von Bernadin LOYARA, Vini Yves, BAGRE, Remi Guillaume, BERE, Fredric

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