Diakarya Barro

Available identifiers

Publication	Date of Publication	Type
A stochastic approach to modeling food pattern	2023-03-20	Paper
Space-time trend detection and dependence modeling in extreme event approaches by functional peaks-over-thresholds: application to precipitation in Burkina Faso	2022-09-30	Paper
Stochastic increase in CDS and CDO portfolio premiums	2022-05-16	Paper
Spatial characterization of stochastic dependence using copulas	2022-02-23	Paper
Modeling the dependence of losses of a financial portfolio using nested Archimedean copulas	2021-09-08	Paper
Estimation of the value at risk using the stochastic approach of Taylor formula	2020-04-24	Paper
GENERAL CHARACTERIZATION OF SOME STATISTICAL TOOLS FOR MEASURING ASYMPTOTIC DEPENDENCE	2019-12-05	Paper
Value-at-risk modeling with conditional copulas in Euclidean space framework	2019-04-30	Paper
Spatial tail dependence and survival stability in a class of Archimedean copulas	2018-05-25	Paper
Multivariate risks modeling for financial portfolio management and climate applications	2017-06-27	Paper
ON THE BEST QUADRATURE FORMULA WITH WEIGHT FUNCTION	2017-03-13	Paper
Stochastic dependence modelling using conditional elliptical processes	2017-03-02	Paper
Survival analysis by sampling mixtures of extremal copulas	2015-06-22	Paper
Sampling a survival and conditional class of Archimedean processes	2013-11-18	Paper

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