Publications | Véronique 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'imprévisibilité, contre la chaotique incertitude de l'avenir, le remède se trouve dans la faculté de faire et de tenir des promesses. Hannah Arendt (1958).


Recently submitted Journals International conferences Reports on industrial collaborations Unpublished works
  Recently submitted works


J. LELONG , V. MAUME-DESCHAMPS, W. THEVENOT Sample Average Approximation for Portfolio Optimization under CVaR constraint in an (re)insurance context. Preprint on HAL. 

M. AHMED, V. MAUME-DESCHAMPS, P. RIBEREAU Model selection for extremal dependence structures using deep learning: Application to environmental data. Preprint on HAL.

B.-A. JOCTEUR, V. MAUME-DESCHAMPS, P. RIBEREAU, Transfer learning for causal forest. Preprint on HAL.

R. WANG, V. MAUME-DESCHAMPS, C. PRIEUR Quantile oriented sensitivity analysis with random forest based on pinball loss. Preprint on HAL.

  Journals with a review process


V. MAUME-DESCHAMPS, P. RIBEREAU, M. ZEIDAN Regionalization of the extremal dependence structure using spectral clustering, accepted for publication to Stochastic Environmental Research and Risk Assessment, (2024). Preprint on HAL.

V. MAUME-DESCHAMPS, P. RIBEREAU, M. ZEIDAN A spatio-temporal model for temporal evolution of spatial extremal dependence, Spatial statistics, (2024), 64, Preprint on HAL.

B.-A. JOCTEUR, V. MAUME-DESCHAMPS, P. RIBEREAU, Heterogeneous Treatment Effect based Random Forest: HTERF, Comput Stat. Data Anal. (2024), 196,  Preprint on Hal.

K. ELIE-DIT-COSAQUE, V. MAUME-DESCHAMPS, Random Forest based Quantile Oriented Sensitivity Analysis indices estimation,  Comput. Stat (COST), (2024), 39, 1747–1777, Preprint on HAL.

K. ELIE-DIT-COSAQUE, V. MAUME-DESCHAMPS, Random forest estimation of conditional distribution functions and conditional quantiles. Elec. J. Stat. (2022), 16, 6553–6583, Preprint on HAL.

K. ELIE-DIT-COSAQUE, V. MAUME-DESCHAMPS, Goal-Oriented Shapley Effects with a Special Attention to the Quantile-oriented Case.  J. Uncertainty Quantification - JUQ (2022), 10 (3), 1037-1069 Preprint on HAL.

M. AHMED, V. MAUME-DESCHAMPS, P. RIBEREAU Recognizing a Spatial Extreme dependence structure: A Deep Learning approach, Environmetrics.(2022), 33 (4). Preprint on HAL.

O. LAVERNY, E. MASIELLO, V. MAUME-DESCHAMPS, D. RULLIERE, Estimation of multivariate generalized gamma convolutions through Laguerre expansions.  Elec. Journal of Stat. (2021), 15 (2), 5158-5202 Preprint on HAL

O. LAVERNY, E. MASIELLO, V. MAUME-DESCHAMPS, D. RULLIERE, Dependence structure estimation using Copula Recursive Trees.  J. MultiVariate Anal. (2021), 185. Preprint on HAL

A. ABU-AWWAD, V. MAUME-DESCHAMPS, P. RIBEREAU, Semiparametric estimation for space-time max-stable processes: an F-madogram-based estimation approach. Statistical Inference for Stochastic Processes (2021), 24, 241–276. Preprint on HAL.

M. AHMED, V. MAUME-DESCHAMPS, P. RIBEREAU, C.VIAL, Spatial risk measures for Max-Stable and Max-Mixture Processes.  Stochastics (2020), 92 (7), 1005-1020. Preprint on HAL.

A. ABU-AWWAD, V. MAUME-DESCHAMPS, P. RIBEREAU, Fitting spatial max-mixture processes with unknown extremal dependence class: An exploratory analysis tool.  TEST (2020) 29, 479–522. 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. (2020), 49, 3044-3062, preprint on HAL.

A. ABU-AWWAD, V. MAUME-DESCHAMPS, P. RIBEREAU, Censored pairwise likelihood-based tests for mixing coefficient of spatial max-mixture models.  Revista de Investigacion Operacional (2020), 41 (1), 1-26. Preprint on HAL.

M. AHMED, V. MAUME-DESCHAMPS, P. RIBEREAU,C. VIAL, Spatial risk measures for Gaussian processes. Ann. ISUP (2019), 63 (1), 3-21.  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. ESAIM P&S (2019), 23, 387-408. 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 data,  Stochastic Environmental Research and Risk Assessment, (2018), 32 (10), 2839–2848.  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 Probability 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), 20–44. 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), 395–427.  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, 81–100. 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 Français 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. Vallée., 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 prépublication : Preprint Version.

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

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

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

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

A. KONDAH, V. MAUME and B. SCHMITT Vitesse de convergence vers l'état d'équlibre pour des dynamiques markoviennes non holdériennes. Annales de l'institut Henri Poincaré Prob. Stat (1997). Version Prépublication :  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
B.-A. JOCTEUR, V. MAUME-DESCHAMPS, P. RIBEREAU, Estimation des retours clients sur le système "clic". Rapport de contrat de recherche avec Gerfor, Juin 2021.

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 Contrôle interne par sondage et extrapolation, rapport de contrat réalisé pour ADECCO, janiver 2011.

A. BIENVENUE, V. MAUME-DESCHAMPS, D. SERANT rapport de contrat d'étude statistique réalisé 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 système de prises de vues 3D en milieu sévérisé, rapport de recherche, CEA Valduc, octobre 2004.

Unpublished works

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

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

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

V. MAUME-DESCHAMPS, Un point de vue statistique sur les systèmes dynamiques ; application en analyse d'algorithmes. Document de synthèse d'habilitation à 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. Vallée, ALEA 2002 : Systèmes 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 Thèse de l'Université de Bourgogne Propriétés de mélange pour des systèmes dynamiques markoviens. Pdf file.

Dernière mise à jour : 20 déc. 2024.
Last update: Dec. 20th, 2024.