Search Results - "Loyara, Vini Yves Bernadin"

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

“…To obtain the links between the incomplete gamma function and the two copulas (independent and Gumbel). We went through some integral function transformations…”
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Modelling groundwater pollutant transfer mineral micropollutants in a multi-layered aquifer in Burkina Faso (West African Sahel) by Faye, Moussa Diagne, Loyara, Vini Yves Bernadin, Biaou, Angelbert Chabi, Yonaba, Roland, Koita, Mahamadou, Yacouba, Hamma

“…In Burkina Faso, human activities around water points in rural areas affect groundwater resources, which become unfit for consumption. Nearly 33.5% of…”
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Estimation of the Value at Risk Using the Stochastic Approach of Taylor Formula by Loyara, Vini Yves Bernadin, Barro, Diakarya, Bagré, Remi Guillaume

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

“…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…”
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Value-at-Risk Modeling with Conditional Copulas in Euclidean Space Framework by Loyara, Vini Yves Bernadin, Barro, Diakarya

“…This paper aims to establish an analytic relation between a time-varying conditional copula and the value at risk modeled by the underlying. Specically, under…”
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