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HIGH LEVEL QUANTILE APPROXIMATIONS OF SUMS OF RISKS

Andrés Cuberos , Esterina Masiello , Véronique Maume-Deschamps
Dependence Modeling, 2015, 3 (1), pp.141-158. ⟨10.1515/demo-2015-0010⟩
Article dans une revue hal-01020597v2
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Copulas checker-type approximations: application to quantiles estimation of aggregated variables

Andrés Cuberos , Esterina Masiello , Véronique Maume-Deschamps
Communications in Statistics - Theory and Methods, 2019, ⟨10.1080/03610926.2019.1586936⟩
Article dans une revue hal-01201838v2

Value at Risk estimation of aggregated risks using marginal laws and some dependence information

Andrés Cuberos , Esterina Masiello , Véronique Maume-Deschamps
Actuarial and Financial Mathematics Conference Interplay between Finance and Insurance, Feb 2015, Bruxelles, Belgium. , 2015, Actuarial and Financial Mathematics Conference Interplay between Finance and Insurance, 978 90 6569 1 50 7
Proceedings/Recueil des communications hal-01291007v1