H. Akaike, Information theory and an extension of the maximum likelihood principle, Proceedings of the Second International Symposium on Information Theory, pp.267-281, 1973.

T. Bedford and R. M. Cooke, Monte Carlo simulation of vine dependent random variables for applications in uncertainty analysis, Proceedings of ESREL2001, 2001.

T. Bedford and R. M. Cooke, Probability density decomposition for conditionally dependent random variables modeled by vines, Annals of Mathematics and Artificial Intelligence, vol.32, issue.1/4, pp.245-268, 2001.
DOI : 10.1023/A:1016725902970

T. Bedford and R. M. Cooke, Vines--a new graphical model for dependent random variables, The Annals of Statistics, vol.30, issue.4, pp.1031-1068, 2002.
DOI : 10.1214/aos/1031689016

T. Bollerslev, Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model, The Review of Economics and Statistics, vol.72, issue.3, p.498, 1990.
DOI : 10.2307/2109358

T. Bollerslev and J. Wooldridge, Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances, Econometric Reviews, vol.6, issue.2, pp.143-172, 1992.
DOI : 10.1017/S0266466600004898

U. Cherubini, E. Luciano, and W. Vecchiato, Copula Methods in Finance, 2004.
DOI : 10.1002/9781118673331

P. Embrechts, R. Frey, and A. J. Mcneil, Quantitative Risk Management, 2005.
DOI : 10.1007/978-3-642-04898-2_466

P. Embrechts and G. Puccetti, Risk Aggregation, 2009.
DOI : 10.1007/978-3-642-12465-5_5

C. Genest, K. Ghoudi, and L. Rivest, A semiparametric estimation procedure of dependence parameters in multivariate families of distributions, Biometrika, vol.82, issue.3, pp.543-552, 1995.
DOI : 10.1093/biomet/82.3.543

D. Guégan and P. A. Maugis, New prospects on Vines, Insurance Markets and Companies: Analyses and Actuarial Computations 1, pp.15-22, 2010.

D. Guégan and B. Hassani, Multivariate VaRs for operational risk capital computation: a vine structure approach, International Journal of Risk Assessment and Management, vol.17, issue.2, 2011.
DOI : 10.1504/IJRAM.2013.057104

H. Joe, Families of $m$-variate distributions with given margins and $m(m-1)/2$ bivariate dependence parameters, Distributions with Fixed Marginals and Related Topics, 1996.
DOI : 10.1214/lnms/1215452614

H. Joe, Multivariate Models and Dependence Concepts, 1997.

M. Kendall and A. Stuart, The Advanced Theory of Statistics, 1967.

R. B. Nelsen, An Introduction to Copulas, 2006.
DOI : 10.1007/978-1-4757-3076-0

A. Patton, Copula-based models for financial time series Handbook of Financial Time Series, 2009.

J. Rosenberg and T. Schuermann, A General Approach to Integrated Risk Management with Skewed, Fat-tailed Risks, Journal of Financial Economics, issue.3, pp.79-569, 2004.

A. Sklar, Fonctions de rpartition n dimensions et leurs marges, Publ. Inst. Stat.Univ. Paris, vol.8, p.229231, 1959.

A. Tang and E. A. Valdez, Economic Capital and the Aggregation of Risks Using Copulas, Proceedings of the 28th International Congress of Actuaries, 2006.
DOI : 10.2139/ssrn.1347675