Publications (17)
ARTICLE
Sharp drop in under-five mortality and associated factors in Burkina Faso from 2010 to 2021: is it a composition or performance effect?
Hervé Bassinga; Sibiri Clément Ouedraogo; Aristide Romaric Bado; Herman Bazié; Kadidia Kouadima Diallo
Background: Long maintained above 100 ‰ since the 1960s, under-five mortality rates in Burkina Faso have experienced a significant decline, although the specific sources of change remain difficult to identify. Notably, under-five mortality increased from 187 ‰ in 1993 to 219 ‰ in 1998. Subsequently, a steady decrease was observed, with rates f(...)
under-five mortality, drop, performance effect, composition effect, Burkina Faso
ARTICLE
Advanced dependence metrics and tail coefficients in a bounded copula construction
HERMAN TIEMTORÉ , REMI GUILLAUME BAGRÉ, AND VINI YVES BERNADIN LOYARA
In this work, we study some properties of the family of copulas introduced previously by Bagré et al. We discuss from dependence metrics such as Spearman's rho, the medial correlation coefficient and distances separating this family of copulas from the Fréchet bounds (lower and upper bounds) and the product copula, respectively. The tail coeff(...)
Copula, Copula with horizontal or vertical section of a homographic function, Tail coefficients, Dependence metrics
ARTICLE
The use of mobile phone surveys for rapid mortality monitoring: a national study in Burkina Faso
Kassoum Dianou, Abdramane B. Soura, Bruno Lankoandé, Hervé Bassinga, Shammi Luhar, Ashira Menashe-Oren, Kelly McCain, Malebogo Tlhajoane, Georges Reniers, Bruno Masquelier
Background: In low- and middle-income countries, death registration remains low, and mortality estimation is heavily based on surveys and censuses conducted through face-to-face interviews. These operations are costly and time-consuming, and are difficult to conduct during health and security crises. Taking advantage of the rapid increase in c(...)
age-specific mortality patterns, data quality, Demographic Health Surveys, direct estimation, health and security crises, low-and-middle-income countries, mobile phones, mortality, sample selection, surveys, under-five mortality
ARTICLE
Hydrogeochemical Processes in Basement Areas Using Principal Component in Burkina Faso (West African Sahel)
Moussa Diagne Faye , Vini Yves Bernadin Loyara , Amadou Keita , Mamadou Diop , Angelbert Chabi Biaou , Mahamadou Koita, Hamma Yacouba
The basement aquifers in Burkina Faso are increasingly exposed to groundwater pollution, largely due to socio-economic activities and climatic fluctuations, particularly the reduction in rainfall. This pollution makes the management and understanding of these aquifers particularly complex. To elucidate the processes controlling this contaminat(...)
Groundwater; Hydrogeochemistry; Spatial Analysis; Principal Component Analysis
ARTICLE
COPULA OF BERNSTEIN AND DEGREE OF DISCORDANCE
Vini Yves Bernadin LOYARA, Fabrice OUOBA et Rémi Guillaume BAGRE
The analytical expression for the degree of multivariate discordance in probability has a high level of mathematical elegance. This is why we were interested in the degree of discrepancy. In addition, while working on this expression, an application to the Bernstein copula appeared more accessible. We therefore modeled the expression for the B(...)
copulas, multivariate dependence, degree of discordance, logistics model
ARTICLE
CONSTRUCTION OF A CLASS OF COPULAS WITH HORIZONTAL OR VERTICAL SECTION OF A HOMOGRAPHIC FUNCTION
Herman Tiemtoré, Bagre Remi Guillaume, Loyara Vini Yves Bernadin
The construction of multivariate distributions with arbitrary margins has been a problem of interest to statisticians for many years, but nowadays, by virtue of Sklar’s theorem, this problem can be reduced to the construction of a copula. However, there is no general method for constructing a copula. In order to provide a partial solution to t(...)
copulas, AMH copula, horizontal section, vertical section
ARTICLE
Links between the Incomplete Gamma Function and the Independent and Gumbel Copulas
Loyara Vini Yves Bernadin, Bagre Remi Guillaume, Bere Frédéric
To obtain the links between the incomplete gamma function and the two copulas (independent and Gumbel). We went through some integral function transformations. The transformations used are Laplace, Fourier, and Mellin. Our work can be seen as a bridge between the notion of copula in probability and Euler’s gamma function which has a lot of app(...)
Copule, VaR, Fonction Gamma, Tansformation intégrale
ARTICLE
Modelling groundwater pollutant transfer mineral micropollutants in a multi-layered aquifer in Burkina Faso (West African Sahel)
Moussa Diagne Faye , Vini Yves Bernadin Loyara , Angelbert Chabi Biaou , Roland Yonaba , Mahamadou Koita , Hamma Yacouba
In Burkina Faso, human activities around water points in rural areas affect groundwater resources, which become unfit for consumption. Nearly 33.5% of boreholes are subject to point source pollution. The assessment of the evolution of such pollution should be monitored to assess groundwater quality. In addition, withdrawals for irrigation alon(...)
Statistique Inférentielle, Groundwater modelling Micropollutants, MT3D, Multi-layered aquifer, Water quality
COMMUNICATION
Copules multivariées et modélisation de risques de portefeuille
Vini Yves Bernadin LOYARA
L’objectif principal de cette communication est l’étude des mesures de risque et leurs applications en gestion de portefeuille . Pour ce faire, nous avons utilisé un outil de la théorie des probabilités : la copule. Une nouvelle relation a été établie par l’intermédiaire de la VaR et de ses mesures dérivées. Nous avons utilisé le produit scal(...)
Copules, VaR, Portefeuille
ARTICLE
FINITE TIME RUIN PROBABILITY IN MULTIVARIATE PERTURBED RENEWAL RISK MODEL
Frédéric Béré, Remi Guillaume Bagré, Vini Yves Bernadin Loyara and Pierre Clovis Nitiéma
This paper contributes to the approach of the bivariate risk of ruin in finite time. We deal with a problem of risk of occurrence of a claim from the Cramer-Lundberg model in which there is some by-claim (more or less zero) integrating a Brownian oscillation at the level of the reserve at a given time t.
stable distribution, Brownian perturbation, by-claim, heavy tail distribution, renewal equation, copulas, classical risk model of ruin
ARTICLE
STOCHASTIC INCREASE IN CDS AND CDO PORTFOLIO PREMIUMS
Vini Yves Bernadin Loyara, Remi Guillaume Bagré, Frédéric Béré and Diakarya Barro
This paper deals with the family of nested Archimedean copulas in sampling financial risk factors. We propose the fourth and fifth orders of extensions of nested Archimedean copulas. Some tests of simulations on the functional are made for the risk factors. The CDS portfolio and discount factors are clarified while the cash portion of annualiz(...)
Archimedean copulas, nested Archimedean copulas, portfolio risk, CDO pricing, expected premiums, CDS portfolio, default premiums, default premiums
ARTICLE
Estimated of COVID-19 Sampling Mean in Burkina Faso
Vini Yves Bernadin LOYARA, Remi Guillaume BAGRE Frédric BERE
Our objective in the development of this document, was to establish an estimate of the average of di erent variables in particular, the case of daily contamination of covid-19, the case of recovery and finally the case of lethality of COVID-19 in Burkina to give an idea of the real rate of contamination in Burkina Faso. To achieve this objecti(...)
Estimation, Moyenne, COVID-19
COMMUNICATION
Estimation Stochastique de la moyenne d'échantillonnage du COVID-19 au Burkina Faso
https://acc-ouaga.org/wp-content/uploads/2020/10/Programme-scientifique-du-colloque-interdisciplinaire-sur-la-Covid19.pdf
Notre objectif dans l'élaboration de ce document, était d'établir une estimation de la moyenne de différentes variables notamment, le cas de contamination quotidienne de covid-19, le cas de guérison et enfin le cas de létalité de COVID-19 au Burkina à donner une idée du taux réel de contamination au Burkina Faso. Pour atteindre cet objectif, n(...)
COVID-19, Échantillonnage, Estimation, intervalle de confiance, moyenne
ARTICLE
SPATIAL CHARACTERIZATION OF STOCHASTIC DEPENDENCE USING COPULAS
Remi Guillaume Bagré, Vini Yves Bernadin Loyara and Diakarya Barro
This paper aims to propose some approaches for modeling stochastic processes through the underlying copula in a spatial context. Specifically, we provide a spatial characterization of distribution of statistics order. Moreover, we propose a Poisson point process with intensity in a spatial framework.
spatial copulas, diagonal section of spatial copulas, spatial dependence, max-stable processes
ARTICLE
Estimation of the Value at Risk Using the Stochastic Approach of Taylor Formula
Vini Yves Bernadin Loyara; Remi Guillaume Bagré; Diakarya Barro
The aim of this paper is to provide an approximation of the value-at-risk of the multivariate copula associated with financial loss and profit function. A higher dimensional extension of the Taylor–Young formula is used for this estimation in a Euclidean space. Moreover, a time-varying and conditional copula is used for the modeling of the VaR(...)
Copules, Estimation, Taylor-Young, VaR