S. Aulbach, M. Falk, and M. Hofmann, The multivariate Piecing-Together approach revisited, Journal of Multivariate Analysis, vol.110, pp.161-170, 2012.
DOI : 10.1016/j.jmva.2012.02.002

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

M. Binois, D. Rullière, R. , and O. , On the estimation of Pareto fronts from the point of view of copula theory, Information Sciences, vol.324, pp.270-285, 2015.
DOI : 10.1016/j.ins.2015.06.037

URL : https://hal.archives-ouvertes.fr/hal-01097403

E. C. Brechmann, Hierarchical Kendall copulas: Properties and inference, Canadian Journal of Statistics, vol.36, issue.1, pp.78-108, 2014.
DOI : 10.1002/cjs.11204

URL : http://arxiv.org/abs/1202.1998

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

K. C. Cheung, Upper comonotonicity, Insurance: Mathematics and Economics, vol.45, issue.1, pp.35-40, 2009.
DOI : 10.1016/j.insmatheco.2009.03.003

A. Cousin and E. D. Bernardino, On multivariate extensions of Value-at-Risk, Journal of Multivariate Analysis, vol.119, pp.32-46, 2013.
DOI : 10.1016/j.jmva.2013.03.016

URL : https://hal.archives-ouvertes.fr/hal-00638382

L. De-haan and A. Ferreira, Extreme Value Theory. An Introduction, Series in Operations Research and Financial Engineering, 2006.

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. Rullière, 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. Rullière, 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. Rullière, and D. , Estimation of multivariate critical layers: Applications to rainfall data, Journal de la Société Française de Statistique, pp.11-50, 2015.
URL : https://hal.archives-ouvertes.fr/hal-00940089

D. Bernardino, E. Rullière, and D. , On tail dependence coefficients of transformed multivariate Archimedean copulas. Fuzzy Sets and Systems, pp.89-112, 2016.
URL : https://hal.archives-ouvertes.fr/hal-00992707

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

F. Durante, J. Fernández-sánchez, and R. Pappadà, Copulas, diagonals, and tail dependence . Fuzzy Sets and Systems, pp.22-41, 2015.
DOI : 10.1016/j.fss.2014.03.014

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

F. Durante, J. F. Sánchez, and C. Sempi, Multivariate patchwork copulas: A unified approach with applications to partial comonotonicity, Insurance: Mathematics and Economics, vol.53, issue.3, pp.897-905, 2013.
DOI : 10.1016/j.insmatheco.2013.10.010

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

C. Genest, K. Ghoudi, and L. Rivest, A semiparametric estimation procedure of dependence parameters in multivariate families of distributions, Biometrika, vol.82, issue.3, pp.543-552, 1995.
DOI : 10.1093/biomet/82.3.543

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. Genest and L. Rivest, Statistical Inference Procedures for Bivariate Archimedean Copulas, Journal of the American Statistical Association, vol.58, issue.423, pp.1034-1043, 1993.
DOI : 10.1214/aos/1176344685

M. Hofert, Sampling Archimedean copulas, Computational Statistics & Data Analysis, vol.52, issue.12, pp.5163-5174, 2008.
DOI : 10.1016/j.csda.2008.05.019

M. Hofert, Construction and Sampling of Nested Archimedean Copulas, 2010.
DOI : 10.1007/978-3-642-12465-5_7

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

G. Kim, M. J. Silvapulle, and P. Silvapulle, Comparison of semiparametric and parametric methods for estimating copulas, Computational Statistics & Data Analysis, vol.51, issue.6, pp.2836-2850, 2007.
DOI : 10.1016/j.csda.2006.10.009

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

P. Lambert, Archimedean copula estimation using Bayesian splines smoothing techniques, Computational Statistics & Data Analysis, vol.51, issue.12, pp.6307-6320, 2007.
DOI : 10.1016/j.csda.2007.01.018

URL : http://orbi.ulg.ac.be/jspui/handle/2268/24278

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, Sampling nested Archimedean copulas, Journal of Statistical Computation and Simulation, vol.12, issue.3, pp.567-581, 2008.
DOI : 10.1080/00949650701255834

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.

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. 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

K. F. Siburg and P. A. Stoimenov, Gluing Copulas, Communications in Statistics - Theory and Methods, vol.8, issue.19, pp.3124-3134, 2008.
DOI : 10.1214/lnms/1215452606

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.