Cuberos, A.; Masiello, E.; Maume-Deschamps, V. Copulas checker-type approximations: application to quantiles estimation of sums of dependent random variables. (English) Zbl 1511.62102 Commun. Stat., Theory Methods 49, No. 12, 3044-3062 (2020). MSC: 62H05 62G05 62H20 PDFBibTeX XMLCite \textit{A. Cuberos} et al., Commun. Stat., Theory Methods 49, No. 12, 3044--3062 (2020; Zbl 1511.62102) Full Text: DOI
Maume-Deschamps, Véronique; Rullière, Didier; Said, Khalil Impact of dependence on some multivariate risk indicators. (English) Zbl 1369.62139 Methodol. Comput. Appl. Probab. 19, No. 2, 395-427 (2017). MSC: 62H30 62P05 91B30 PDFBibTeX XMLCite \textit{V. Maume-Deschamps} et al., Methodol. Comput. Appl. Probab. 19, No. 2, 395--427 (2017; Zbl 1369.62139) Full Text: DOI arXiv
Kacem, Manel; Loisel, Stéphane; Maume-Deschamps, Véronique Some mixing properties of conditionally independent processes. (English) Zbl 1338.60070 Commun. Stat., Theory Methods 45, No. 5, 1241-1259 (2016). MSC: 60F05 60E15 60G10 91B30 PDFBibTeX XMLCite \textit{M. Kacem} et al., Commun. Stat., Theory Methods 45, No. 5, 1241--1259 (2016; Zbl 1338.60070) Full Text: DOI
Cuberos, A.; Masiello, E.; Maume-Deschamps, V. High level quantile approximations of sums of risks. (English) Zbl 1329.62302 Depend. Model. 3, 141-158 (2015). MSC: 62H99 62P05 PDFBibTeX XMLCite \textit{A. Cuberos} et al., Depend. Model. 3, 141--158 (2015; Zbl 1329.62302) Full Text: DOI
Constantinescu, C.; Kortschak, D.; Maume-Deschamps, V. Ruin probabilities in models with a Markov chain dependence structure. (English) Zbl 1286.91065 Scand. Actuar. J. 2013, No. 6, 453-476 (2013). Reviewer: Hanspeter Schmidli (Köln) MSC: 91B30 60K15 60J10 60G50 91B70 PDFBibTeX XMLCite \textit{C. Constantinescu} et al., Scand. Actuar. J. 2013, No. 6, 453--476 (2013; Zbl 1286.91065) Full Text: DOI HAL
Cossette, Hélène; Marceau, Etienne; Maume-Deschamps, Véronique Adjustment coefficient for risk processes in some dependent contexts. (English) Zbl 1368.62241 Methodol. Comput. Appl. Probab. 13, No. 4, 695-721 (2011). MSC: 62M09 60G10 62G20 62P05 91B30 PDFBibTeX XMLCite \textit{H. Cossette} et al., Methodol. Comput. Appl. Probab. 13, No. 4, 695--721 (2011; Zbl 1368.62241) Full Text: DOI arXiv
Cossette, Hélène; Marceau, Etienne; Maume-Deschamps, Véronique Discrete-time risk models on time series for count random variables. (English) Zbl 1230.91071 Astin Bull. 40, No. 1, 123-150 (2010). MSC: 91B30 60K10 62M10 PDFBibTeX XMLCite \textit{H. Cossette} et al., ASTIN Bull. 40, No. 1, 123--150 (2010; Zbl 1230.91071) Full Text: DOI