B. Abdous, A. Fougères, and K. Ghoudi, Extreme behaviour for bivariate elliptical distributions. Canad, J. Statist, vol.33, issue.3, pp.317-334, 2005.
DOI : 10.1002/cjs.5540330302

C. Alsina, B. Schweizer, and M. J. Frank, Associative functions: triangular norms and copulas, 2006.
DOI : 10.1142/9789812774200

S. Asmussen and D. Kortschak, Error Rates and Improved Algorithms for Rare Event Simulation with Heavy Weibull Tails, Methodology and Computing in Applied Probability, vol.3, issue.2, pp.1-21, 2013.
DOI : 10.1007/s11009-013-9371-6

J. Avérous and J. Dortet-bernadet, Dependence for Archimedean copulas and aging properties of their generating functions. Sankhy¯ a: The Indian Journal of Statistics, pp.607-620, 2004.

B. K. Beare, ARCHIMEDEAN COPULAS AND TEMPORAL DEPENDENCE, Econometric Theory, vol.30, issue.06, 2010.
DOI : 10.2307/3314660

URL : http://escholarship.org/uc/item/0xh8q1g3.pdf

A. Bienvenüe and D. Ere, Iterative adjustment of survival functions by composed probability distortions. The Geneva Risk and Insurance Review, pp.156-179, 2011.

A. Bienvenüe and D. Ere, On hyperbolic iterated distortions for the adjustment of survival functions, Mathematical and Statistical Methods for Actuarial Sciences and Finance, pp.35-42, 2012.
DOI : 10.1007/978-88-470-2342-0_5

N. H. Bingham, C. M. Goldie, and J. L. Teugels, Regular variation, 1989.
DOI : 10.1017/CBO9780511721434

A. Charpentier and J. Segers, Lower tail dependence for Archimedean copulas: Characterizations and pitfalls, Insurance: Mathematics and Economics, vol.40, issue.3, pp.525-532, 2007.
DOI : 10.1016/j.insmatheco.2006.08.004

A. Charpentier and J. Segers, Tails of multivariate Archimedean copulas, Journal of Multivariate Analysis, vol.100, issue.7, pp.1521-1537, 2009.
DOI : 10.1016/j.jmva.2008.12.015

URL : https://hal.archives-ouvertes.fr/halshs-00325984

X. Chen, W. B. Wu, Y. , and Y. , Efficient estimation of copula-based semiparametric Markov models, The Annals of Statistics, vol.37, issue.6B, pp.4214-4253, 2009.
DOI : 10.1214/09-AOS719

S. Coles, J. Heffernan, and J. And-tawn, Dependence measures for extreme value analyses, Extremes, vol.2, issue.4, pp.339-365, 1999.
DOI : 10.1023/A:1009963131610

L. De-haan and A. Ferreira, Extreme Value Theory: An Introduction, Series in Operations Research and Financial Engineering, 2006.
DOI : 10.1007/0-387-34471-3

D. Luca, G. Rivieccio, and G. , Multivariate tail dependence coefficients for Archimedean copulae, Advanced Statistical Methods for the Analysis of Large Data-Sets, pp.287-296, 2012.

D. Bernardino, E. Andrullì-ere, and D. , Distortions of multivariate distribution functions and associated level curves: Applications in multivariate risk theory, Insurance: Mathematics and Economics, vol.53, issue.1, pp.190-205, 2013.
DOI : 10.1016/j.insmatheco.2013.05.001

URL : https://hal.archives-ouvertes.fr/hal-00750873

D. Bernardino, E. Andrullì-ere, and D. , On certain transformations of Archimedean copulas: Application to the non-parametric estimation of their generators, Dependence Modeling, vol.1, pp.1-36, 2013.
DOI : 10.2478/demo-2013-0001

D. Bernardino, E. Andrullì-ere, and D. , Estimation of multivariate critical layers: Applications to hydrological data, 2014.

D. S. Dimitrova, V. K. Kaishev, and S. I. Penev, GeD spline estimation of multivariate Archimedean copulas, Computational Statistics & Data Analysis, vol.52, issue.7, pp.523570-3582, 2008.
DOI : 10.1016/j.csda.2007.11.010

J. Dobric and F. Schmid, in bivariate copulas, Journal of Applied Statistics, vol.43, issue.4, pp.387-407, 2005.
DOI : 10.1007/3-540-48236-9

F. Durante, J. Fernández-sánchez, and R. Pappadà, Copulas, diagonals, and tail dependence. Fuzzy Sets and Systems, 2014.
DOI : 10.1016/j.fss.2014.03.014

URL : https://bia.unibz.it/handle/10863/581

F. Durante, R. Foschi, and P. Sarkoci, Distorted Copulas: Constructions and Tail Dependence, Communications in Statistics - Theory and Methods, vol.41, issue.12, pp.2288-2301, 2010.
DOI : 10.1007/978-0-387-34675-5

URL : http://eprints.imtlucca.it/709/1/Durante_Foschi_Sarkoci.pdf

F. Durante and C. Sempi, Copula and semicopula transforms, International Journal of Mathematics and Mathematical Sciences, vol.2005, issue.4, pp.645-655, 2005.
DOI : 10.1155/IJMMS.2005.645

URL : http://doi.org/10.1155/ijmms.2005.645

V. Durrleman, A. Nikeghbali, R. , and T. , A Simple Transformation of Copulas, SSRN Electronic Journal, 2000.
DOI : 10.2139/ssrn.1032543

P. Embrechts and M. Hofert, Comments on: Inference in multivariate Archimedean copula models, TEST, vol.36, issue.5, pp.263-270, 2011.
DOI : 10.1007/s11749-011-0252-4

P. Embrechts, C. Klüppelberg, and T. Mikosch, Modelling of extremal events in insurance and finance, ZOR Zeitschrift f???r Operations Research Mathematical Methods of Operations Research, vol.73, issue.1, 1997.
DOI : 10.1007/BF01440733

A. Erdely, J. M. González-barrios, and M. M. Hernández-cedillo, Frank's condition for multivariate Archimedean copulas. Fuzzy Sets and Systems, pp.131-136, 2014.

G. Frahm, M. Junker, and R. Schmidt, Estimating the tail-dependence coefficient: Properties and pitfalls, Insurance: Mathematics and Economics, vol.37, issue.1, pp.80-100, 2005.
DOI : 10.1016/j.insmatheco.2005.05.008

C. Genest, K. Ghoudi, and L. Rivest, ???Understanding Relationships Using Copulas,??? by Edward Frees and Emiliano Valdez, January 1998, North American Actuarial Journal, vol.82, issue.3, pp.143-149, 1998.
DOI : 10.1080/10485259408832593

C. Genest, J. Ne?lehová, and J. Ziegel, Inference in multivariate Archimedean copula models, TEST, vol.23, issue.2, pp.223-256, 2011.
DOI : 10.1007/s11749-011-0250-6

C. Goldie and C. Klüppelberg, Subexponential distributions, A Practical Guide to Heavy Tails: Statistical Techniques for Analysing Heavy Tailed Distributions. Birkhäuser, pp.435-459, 1998.

M. Hofert, Efficiently sampling nested Archimedean copulas, Computational Statistics & Data Analysis, vol.55, issue.1, pp.57-70, 2011.
DOI : 10.1016/j.csda.2010.04.025

M. Hofert, M. Mächler, and A. Mcneil, Estimation for Archimedean copulas in high dimensions, 2011.

L. Hua and H. Joe, Tail order and intermediate tail dependence of multivariate copulas, Journal of Multivariate Analysis, vol.102, issue.10, pp.1454-1471, 2011.
DOI : 10.1016/j.jmva.2011.05.011

L. Hua and H. Joe, Tail comonotonicity: Properties, constructions, and asymptotic additivity of risk measures, Insurance: Mathematics and Economics, vol.51, issue.2, pp.492-503, 2012.
DOI : 10.1016/j.insmatheco.2012.07.006

H. Joe, Multivariate models and dependence concepts, volume 73 of Monographs on Statistics and Applied Probability, 1997.

H. Joe, Multivariate Models and Multivariate Dependence Concepts. Chapman & Hall/CRC Monographs on Statistics & Applied Probability, 1997.
DOI : 10.1201/b13150

A. Juri and M. V. Wüthrich, Copula convergence theorems for tail events, Insurance: Mathematics and Economics, vol.30, issue.3, pp.405-420, 2002.
DOI : 10.1016/S0167-6687(02)00121-X

A. Juri and M. V. Wüthrich, Tail Dependence from a Distributional Point of View, Extremes, vol.6, issue.3, pp.213-246, 2003.
DOI : 10.1023/B:EXTR.0000031180.93684.85

E. P. Klement, R. Mesiar, and E. Pap, Archimax copulas and invariance under transformations, Comptes Rendus Mathematique, vol.340, issue.10, pp.755-758, 2005.
DOI : 10.1016/j.crma.2005.04.012

E. P. Klement, R. Mesiar, and E. Pap, Transformations of copulas, Kybernetika (Prague), vol.41, issue.4, pp.425-434, 2005.

C. Klüppelberg, Subexponential distributions and integrated tails, Journal of Applied Probability, vol.29, issue.01, pp.132-141, 1988.
DOI : 10.1016/0304-4149(82)90013-8

C. Klüppelberg, Estimation of ruin probabilities by means of hazard rates, Insurance: Mathematics and Economics, vol.8, issue.4, pp.279-285, 1989.
DOI : 10.1016/0167-6687(89)90003-6

C. Klüppelberg, Subexponential distributions and characterizations of related classes, Probability Theory and Related Fields, vol.5, issue.2, pp.259-269, 1989.
DOI : 10.1007/BF00354763

M. Larsson and J. Ne?lehová, Extremal behavior of Archimedean copulas, Advances in Applied Probability, vol.10, issue.01, pp.195-216, 2011.
DOI : 10.1023/B:EXTR.0000031180.93684.85

A. W. Ledford and J. A. Tawn, Modelling Dependence within Joint Tail Regions, Journal of the Royal Statistical Society: Series B (Statistical Methodology), vol.59, issue.2, pp.475-499, 1997.
DOI : 10.1111/1467-9868.00080

H. Li, Orthant tail dependence of multivariate extreme value distributions, Journal of Multivariate Analysis, vol.100, issue.1, pp.243-256, 2009.
DOI : 10.1016/j.jmva.2008.04.007

A. Mcneil and J. Ne?lehová, Multivariate Archimedean copulas, d-monotone functions and l 1 ?norm symmetric distributions. The Annals of Statistics, pp.3059-3097, 2009.

S. Meyn and R. L. Tweedie, Markov Chains and Stochastic Stability, 2009.

F. Michiels, D. Schepper, and A. , How to improve the fit of Archimedean copulas by means of transforms, Statistical Papers, vol.44, issue.6, pp.345-355, 2012.
DOI : 10.1007/s00362-010-0341-6

P. M. Morillas, A method to obtain new copulas from a given one, Metrika, vol.61, issue.2, pp.61169-184, 2005.
DOI : 10.1007/s001840400330

R. B. Nelsen, An introduction to copulas, Lecture Notes in Statistics, vol.139, 1999.
DOI : 10.1007/978-1-4757-3076-0

R. B. Nelsen, J. J. Quesada-molina, J. A. Rodríguez-lallena, and M. Flores, On the construction of copulas and quasi-copulas with given diagonal sections, Insurance: Mathematics and Economics, vol.42, issue.2, pp.473-483, 2008.
DOI : 10.1016/j.insmatheco.2006.11.011

M. Schlather, Examples for the coefficient of tail dependence and the domain of attraction of a bivariate extreme value distribution, Statistics & Probability Letters, vol.53, issue.3, pp.325-329, 2001.
DOI : 10.1016/S0167-7152(01)00090-6

R. Schmidt and U. Stadtmüller, Non-parametric Estimation of Tail Dependence, Scandinavian Journal of Statistics, vol.12, issue.2, pp.307-335, 2006.
DOI : 10.1111/1467-9469.00191

M. Sibuya, Bivariate extreme statistics, I, Annals of the Institute of Statistical Mathematics, vol.21, issue.2, pp.195-210, 1960.
DOI : 10.1007/BF01682329

P. Soulier, Some applications of regular variation in probability and statistics, 2009.

C. Su and Q. Tang, Characterizations on Heavy-tailed Distributions by Means of Hazard Rate, Acta Mathematicae Applicatae Sinica, English Series, vol.22, issue.1, pp.135-142, 2003.
DOI : 10.1007/s10255-003-0090-6

E. Valdez and Y. Xiao, On the distortion of a copula and its margins, Scandinavian Actuarial Journal, vol.8, issue.4, pp.292-317, 2011.
DOI : 10.2307/1911158

G. Venter, Tails of copulas, Proceedings ASTIN Washington, pp.68-113, 2001.