Publications | Vronique Maume-Deschamps
    Against the unpredictability against the chaotic uncertainty of the future, the remedy lies in the ability to make and keep promises.
    Contre l'imprvisibilit, contre la chaotique incertitude de l'avenir, le remde se trouve dans la facult de faire et de tenir des promesses.
Hannah Arendt (1958).



Journals International conferences Reports on industrial collaborations Unpublished works / Submitted articles

  Journals with a review process

A. ABU-AWWAD, V. MAUME-DESCHAMPS, P. RIBEREAU, Fitting spatial max-mixture processes with unknown extremal dependence class: An exploratory analysis tool.  To appear in TEST. Preprint on HAL.

A. CUBEROS, E. MASIELLO, V.MAUME-DESCHAMPS, Copulas checker-type approximations: Application to quantiles estimation of sums of dependent random variables. Comm. Stat. Th. and Methods. (2019) preprint on HAL.

A. ABU-AWWAD, V. MAUME-DESCHAMPS, P. RIBEREAU, Censored pairwise likelihood-based tests for mixing coefficient of spatial max-mixture models. Accepted for publication to Revista de Investigacion Operacional. Preprint on HAL.

A. COUSIN, A. JANON, V.MAUME-DESCHAMPS, I. NIANG On the consistency of Sobol indices with respect to stochastic ordering of model parameters. To appear in ESAIM P&S. Preprint on HAL.

V. MAUME-DESCHAMPS, D. RULLIERE, K. SAID, Extremes for multivariate expectiles,  Statistics and Risk Modeling (2018), 35, (3-4), 111-140, Preprint on HAL.

C. BLANCHET-SCALLIET, D. DOROBANTU, L. GAY, V. MAUME-DESCHAMPS, P.RIBEREAU, Risk assessment using suprema dataStochastic Environmental Research and Risk Assessment, (2018), 32 (10), 28392848.  Preprint on HAL.

V.MAUME-DESCHAMPS, D. RULLIERE, A. USSEGLIO-CARLEVE, Spatial Expectile Predictions for Elliptical Random Fields,  Methodology and Computing in Applied Probability (2018), 20, 643-671. preprint on HAL.

V.MAUME-DESCHAMPS, I. NIANG, Estimation of quantile oriented sensitivity indices. Statistics and Probabily Letters (2018), 134, 122-127. Preprint on HAL.

M. KACEM, V. MAUME-DESCHAMPS Estimation of the limit variance for sums under a new weak dependence condition.  Statistics (2018), 52, 273-287. Preprint on HAL.

V.MAUME-DESCHAMPS, D. RULLIERE, A. USSEGLIO-CARLEVE, Quantile Predictions for Elliptical Random Fields. J. MultiVariate Anal. (2017), 159, 1-17, preprint on HAL. 

V. MAUME-DESCHAMPS, D. RULLIERE, K. SAID, Multivariate extensions of expectiles risk measures. Dependence Modeling (2017), 5 (1), 2044. Preprint on HAL.

V. MAUME-DESCHAMPS, D. RULLIERE, K. SAID, Impact of dependence on some multivariate risk indicators. Methodology and Computing in Applied Probability (2017), 19 (2), 395427.  Preprint on HAL.

V. MAUME-DESCHAMPS, D. RULLIERE, K. SAID, On a capital allocation by minimization of some risk indicators. European Actuarial Journal, (2016), 6(1), 177-196,  Preprint on HAL.

M. KACEM, S. LOISEL, V. MAUME-DESCHAMPS Some mixing  properties of conditionally independent processes Com. Stat. Theory and Methods, (2016), 45 (5), 1241-1259. Preprint version.

A. CUBEROS, E. MASIELLO, V.MAUME-DESCHAMPS High level quantile estimations of sums of risks.  Dependence Modeling (2015), 3, 141-158.

P. CENAC , S. LOISEL, V. MAUME-DESCHAMPS, C. PRIEUR Risk indicators with several lines of business: comparison, asymptotic behavior and applications to optimal reserve allocation. Ann. ISUP, (2014), 58 (3), 3-26. Preprint version.

C. CONSTANTINESCU, D. KORTSCHAK, V. MAUME-DESCHAMPS Ruin probabilities in models with a Markov chain dependence structure, Scandinavian Actuarial Journal, (2013), 6, 453-476, Preprint version.

E. DI BERNARDINO, V. MAUME-DESCHAMPS, C. PRIEUR Estimating Bivariate Tail: a copula based approach. J. MultiVariate Anal. (2013), 119, 81100. pdf preliminary version.

E. DI BERNARDINO, T. LALOE, V. MAUME-DESCHAMPS, C. PRIEUR, Plug-in estimation of level sets in a non compact setting with applications in multivariate risk theory. ESAIM P&S, (2013), 17, 236-256. Preprint version.

C. CONSTANTINESCU, V. MAUME-DESCHAMPS, R. NORBERG Risk processes with dependence and premium adjusted to solvency targets. European Actuarial Journal, (2012), 2 (1), 1-20.

P. CENAC , C. PRIEUR, V. MAUME-DESCHAMPS Some multivariate risk indicators; minimization by using a Kiefer-Wolfowitz approach to the mirror stochastic algorithm. Statistics and Risk Modeling, (2012), 29 (1), 47-71.  Preprint version on HAL.

M. CHAUVIGNY, L. DEVINEAU, S. LOISEL, V. MAUME-DESCHAMPS Fast remote but not extreme quantiles with multiple factors. Applications to Solvency II and Enterprise Risk Management.  European Actuarial Journal, (2011), 1 (1), 131-157. Preprint version on HAL.

X. MIHLAUD, S. LOISEL, V. MAUME-DESCHAMPS Surrender triggers in life insurance: classification and risk predictions. Bulletin Franais d'Actuariat (2011), 11 (22), 5-48 . Preprint version on HAL.

H. COSSETTE, E. MARCEAU, V. MAUME-DESCHAMPS Adjustment coefficient for risk processes in some dependent contexts. Methodology and Computing in Applied Probability, (2011), 13 (4), 695-721. Prerpint version on HAL.

H. COSSETTE, E. MARCEAU, V. MAUME-DESCHAMPS Discrete-time risk models based on time series for count random variables. Astin Bulletin, (2010), 40(1), 123-150.  Version preprint sur HAL.

E. CESARATTO, J. CLEMENT, B. DAIREAUX, L. LHOTE, V. MAUME-DESCHAMPS, B. VALLEE Regularity of the Euclid Algorithm, Application to the analysis of fast GCD Algorithms Journal of Symbolic Computing, (2009), 44, no 7, 726--767.

A. GALVES, V. MAUME-DESCHAMPS, B.SCHMITT Exponential inequalities for VLMC empirical trees. ESAIM Prob. Stat., (2008), 12, 119--229. Preprint version of HAL.

V. MAUME-DESCHAMPS Exponential inequalities and functional estimations for weak dependent data ; applications to dynamical systems. Stochastics and Dynamics 6, no 4, (2006), 535-560. Preprint Version.

V. MAUME-DESCHAMPS Exponential inequalities and estimation of conditional probabilities. Lect. notes in Stat., Springer, Vol. 187 Bertail, Patrice; Doukhan, Paul; Soulier, Philippe (Eds.), (2006). Preprint version.

J. BUZZI, V. MAUME-DESCHAMPS Decay of correlations on towers for potentials with summable variation, Discrete and Continuous Dynamical Systems, 12, (2005), no 4, 639-656. Preprint version.

F. CHAZAL, V. MAUME-DESCHAMPS Statistical properties of General Markov dynamical sources: applications to information theory , Discrete Mathematics and Theoretical Computer Science, 6, (2004), no 2, 283-314. Perprint Version.

F. CHAZAL, V. MAUME-DESCHAMPS, B. VALLEE Erratum to ``Dynamical sources in Information Theory: Fundamentals Intervals and Word Prefixes'' by B. Valle., Algorithmica 38 (2004), no. 4, 591-596.  Preprint Version.

V. MAUME-DESCHAMPS, B. SCHMITT , M. URBANSKI, A. ZDUNIK  Pressure and recurrence, Fund. Math. 178 (2003), no. 2, 129-141.  Preprint Version.

C. BOSE , V. MAUME-DESCHAMPS, B. SCHMITT ,  S. SHIN  Invariant measures for piecewise convex transformations of an interval.,Studia Mathematica, 152 (3) (2002), 263-297. Preprint Version.

C. LIVERANI, V. MAUME-DESCHAMPS  Lasota-Yorke maps with holes: conditionally invariant probability measures and invariant probability measures on the survivor set, Ann. IHP, 39, 3, (2003), 385-412.  Preprint Version.

J. BUZZI, V. MAUME-DESCHAMPS Decay of correlations for piecewise invertible maps in higher dimensions Israel J. Math., 131 , (2002), 203-220. Preprint Version.

V. BALADI, M. BENEDICKS, V. MAUME-DESCHAMPS  Almost sure rates of mixing for i.i.d. unimodal maps.  Ann. ENS.35, 4, (2002), 77-126.  Version prpublication : Preprint Version.

V. MAUME-DESCHAMPS Projective metrics and mixing properties on towers. Trans. A.M.S., 353, (2001), 8, 3371-3389.  Version prpublication : Preprint Verion.

P. COLLET, S. MARTINEZ, V. MAUME-DESCHAMPS  Conditionally Invariant Probability Measures in Dynamical Systems.  Nonlinearity 13, (2000), 1263-1274. Version prpublication : Preprint Version.

V. MAUME-DESCHAMPS Correlation decay for Markov maps on a countable state space.  Erg. Th. Dyn. Syst. (2001) 21, 165-196. Version prpublication : Preprint Version.

V. MAUME-DESCHAMPS Equilibrium states for non Holderian Random Dynamical Systems.  Random and Computational Dynamics 1997 Vol 5, n 4, 319-335. Version Prpublication :  Preprint Version.

A. KONDAH, V. MAUME and B. SCHMITT Dynamique symbolique : vitesse de convergence vers l'tat d'quilibre.  C.R. Acad. Sci. Paris 323 393-396 (1996).

A. KONDAH, V. MAUME and B. SCHMITT Vitesse de convergence vers l'tat d'qulibre pour des dynamiques markoviennes non holdriennes. Annales de l'institut Henri Poincar Prob. Stat (1997). Version Prpublication :  Preprint Version.


 International conferences

A. CUBEROS, E. MASIELLO, V.MAUME-DESCHAMPS Value at Risk estimation of aggregated risks using marginal laws and some dependence information. AFMath Proceedings (2015), 3-14.

E. CESARATTO, J. CLEMENT, B. DAIREAUX, L. LHOTE, V. MAUME-DESCHAMPS, B. VALLEE Analysis of fast versions of the euclid algorithm. in ANALCO 2007: 3rd Workshop on Analytic Algorithmics and Combinatorics (2007), New Orleans.  Pdf file.

B. DAIREAUX, V. MAUME-DESCHAMPS, B. VALLEE The Lyapunov Tortoise and the dyadic Hare. 2005 international Conference on Analysis of Algorithms, Discrete Matematics and Theoritical Computer Science, proc. AD, (2005), 71--94.  Pdf file.


 Reports on industrial collaborations

V. MAUME-DESCHAMPS, P. RIBEREAU, M. SART Etude sur l'estimation des retours clients Rapport de contrat de recherche avec Gerfor, Juillet 2015

A. BIENVENUE, V. MAUME-DESCHAMPS Contrle interne par sondage et extrapolation, rapport de contrat ralis pour ADECCO, janiver 2011.

A. BIENVENUE, V. MAUME-DESCHAMPS, D. SERANT rapport de contrat d'tude statistique ralis pour ADECCO, 2009.

D. DOROBANTU, S. LOISEL, V. MAUME-DESCHAMPS Etude de risque sur certains aspects du Capital Expansion. Contrat avec le fond d'investissement Avenir Finance, 2008.

F. CHAZAL, A. JEBRANE, C. LABRUERE, V. MAUME, Correction de distorsion pour un systme de prises de vues 3D en milieu svris, rapport de recherche, CEA Valduc, octobre 2004.


Unpublished works / Submitted articles

A. ABU-AWWAD, V. MAUME-DESCHAMPS, P. RIBEREAU, Semiparametric estimation for space-time max-stable processes: F-madogram-based estimation approach. Preprint on HAL.

W. NI, C. CONSTANTINESCU, A. E. DOS REIS, V. MAUME-DESCHAMPS,  Estimation of foreseeable and unforeseeable risks in motor insurance. Preprint on HAL

M. AHMED, V. MAUME-DESCHAMPS, P. RIBEREAU, C. VIAL, A semi-parametric estimation for max-mixture spatial processes. Preprint on HAL.

M. AHMED, V. MAUME-DESCHAMPS, P. RIBEREAU, C. VIAL, Spatial risk measures for Max-Stable and Max-Mixture Processes. Preprint on HAL.

M. AHMED, V. MAUME-DESCHAMPS, P. RIBEREAU, C. VIAL, Spatial risk measures for Gaussian processes. Preprint on HAL.

A. COUSIN, J-P. LAURENT, V. MAUME-DESCHAMPS, F. PLANCHET, B. REY-FOURNIER, D. RULLIERE Point mthodologique pour le bunkering : regroupement des scnarios et risk appetite. Document de travail de la chaire management de la modlisation (2010).

V. MAUME-DESCHAMPS, Un point de vue statistique sur les systmes dynamiques ; application en analyse d'algorithmes. Document de synthse d'habilitation diriger des recherches, soutenue le 14 septembre 2005. Pdf file.

F. CHAZAL, V. MAUME-DESCHAMPS, B. VALLEE Notes du cours de V. Baladi et B. Valle, ALEA 2002 : Systmes dynamiques et algorithmique, Algorithms Seminar 2001-2002, F. Chyzak Ed., INRIA Res. Report 5003, November 2003, pp. 121--150.  Pdf file.

X. BRESSAUD, V. MAUME-DESCHAMPS, Ergodic theorems for group (or semi-group) actions., Preprint. Pdf file.

V. MAUME-DESCHAMPS Thse de l'Universit de Bourgogne Proprits de mlange pour des systmes dynamiques markoviens. Pdf file.


Dernire mise jour : 22 juin 2019.
Last update : June 22th, 2019.