Article

Faugeras, Olivier and Pagès, Gilles (2024) Risk quantization by magnitude and propensity. Insurance: Mathematics and Economics, vol.116. pp. 134-147.

Faugeras, Olivier and Rüschendorf, Ludger (2018) Risk excess measures induced by hemi-metrics. Probability, Uncertainty and Quantitative Risk, vol. 3 (n° 1). pp. 1-35.

Faugeras, Olivier (2017) Inference for copula modeling of discrete data: a cautionary tale and some facts. Dependence Modeling, 5 (1). pp. 121-132.

Faugeras, Olivier and Rüschendorf, Ludger (2017) Markov morphisms: a combined copula and mass transportation approach to multivariate quantiles. Mathematica Applicanda, vol.48 (n°1).

Faugeras, Olivier (2015) Maximal coupling of empirical copulas for discrete vectors. Journal of Multivariate Analysis, vol.137. pp. 179-186.

Faugeras, Olivier (2013) Sklar's theorem derived using probabilistic continuation and two consistency results. Journal of Multivariate Analysis, 122. pp. 271-277.

Faugeras, Olivier (2012) Prediction via the Quantile-Copula Conditional Density Estimator. Communications in Statistics: Theory and Method, vol. 41 (n° 1). pp. 16-33.

Monograph

Faugeras, Olivier (2024) Log-Free Distance and Covariance Matrix for Compositional Data II: the Projective/Exterior Product Approach. TSE Working Paper, n. 24-1601, Toulouse