Détails Publication
Construction of a Class of Copula Using the Finite Difference Method,
Discipline: Mathématiques
Auteur(s): Remi Guillaume Bagré, Frédéric Béré, and Vini Yves Bernadin Loyara
Auteur(s) tagués: LOYARA Vini Yves Bernadin
Renseignée par : LOYARA Vini Yves Bernadin
Résumé

The definition of a copula function and the study of its properties are at the same time not obvious tasks, as there is no general method for constructing them. In this paper, we present a method that allows us to obtain a class of copula as a solution to a boundary value problem. For this, we use the finite difference method which is a common technique for finding approximate solutions of partial differential equations which consists in solving a system of relations (numerical scheme) linking the values of the unknown functions at certain points sufficiently close to each other.

Mots-clés

Copules, EDP

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