Access Statistics for Didier Rulliere

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A link between wave governed random motions and ruin processes 0 0 0 0 1 1 1 21
A note on the computation of an actuarial Waring formula in the finite-exchangeable case 0 0 0 38 0 0 2 113
A note on upper-patched generators for Archimedean copulas 0 0 0 20 0 0 0 19
A risk management approach to capital allocation 1 1 1 26 1 2 2 56
A risk management approach to capital allocation 0 0 0 18 0 0 1 31
ASYMPTOTIC MULTIVARIATE EXPECTILES 0 0 0 27 0 0 0 35
Agrégation d'informations et alternative au krigeage en environnement aléatoire 0 0 0 13 2 2 2 86
An extension of Davis and Lo's contagion model 0 0 0 24 0 0 0 42
An extension of Davis and Lo's contagion model 0 0 0 107 0 0 1 318
Another look at the Picard-Lefèvre formula for finite-time ruin probabilities 0 0 0 0 0 0 0 13
Asymptotic Domination of Sample Maxima 0 0 0 0 0 0 0 12
Asymptotic multivariate expectiles 0 0 0 16 0 0 0 33
Convergence and asymptotic variance of bootstrapped finite-time ruin probabilities with partly shifted risk processes 0 0 0 30 0 0 1 142
Distortions of multivariate distribution functions and associated level curves: applications in multivariate risk theory 0 0 0 9 0 0 1 31
Distortions of multivariate risk measures: a level-sets based approach 0 0 0 6 0 1 1 29
Estimation de la courbe d'actualisation par krigeage sous contraintes 0 0 0 5 1 1 1 16
Estimation de probabilités de changement d'état en présence de données incomplètes et applications actuarielles 0 0 0 0 1 1 1 14
Estimation of multivariate critical layers: Applications to rainfall data 0 0 0 8 0 0 0 16
Exploring or reducing noise? A global optimization algorithm in the presence of noise 0 0 0 28 0 0 1 45
Extremes for multivariate expectiles 0 0 0 0 0 0 0 20
Gaussian processes for computer experiments 0 0 0 12 0 0 3 31
Généralisation de l'estimateur de Kaplan-Meier d'une loi de durée de maintien en présence d'observations tronquées à gauche. Extension à l'étude conjointe de deux durées de maintien 0 0 0 0 0 1 4 38
Impact of dependence on some multivariate risk indicators 0 0 0 7 0 0 3 25
Impact of dependence on some multivariate risk indicators 0 0 0 6 0 0 0 14
Iterative Adjustment of Survival Functions by Composed Probability Distortions 0 0 0 1 0 0 0 19
Kriging of financial term-structures 0 0 0 11 0 0 0 49
Kriging of financial term-structures 0 0 0 16 0 0 0 43
Les G\'en\'erateurs de Sc\'enarios \'Economiques: quelle utilisation en assurance? 0 0 0 25 0 0 0 74
Les Générateurs de Scénarios Économiques: quelle utilisation en assurance ? 0 0 0 17 0 0 3 87
Les générateurs de Scénarios Économiques: de la conception à la mesure de la qualité 0 0 1 88 0 0 4 224
Multivariate extensions of expectiles risk measures 0 0 0 8 0 0 1 31
On a capital allocation by minimizing multivariate risk indicators 0 0 0 2 0 0 1 18
On a construction of multivariate distributions given some multidimensional marginals 0 0 0 6 0 0 1 30
On an asymmetric extension of multivariate Archimedean copulas based on quadratic form 0 0 0 14 0 0 1 25
On certain transformation of Archimedean copulas: Application to the non-parametric estimation of their generators 0 0 0 16 0 0 2 55
On hyperbolic iterated distortions for the adjustment of survival functions 0 0 0 0 0 0 0 21
On tail dependence coefficients of transformed multivariate Archimedean copulas 0 0 0 12 0 0 0 25
Robustness analysis and convergence of empirical finite-time ruin probabilities and estimation risk solvency margin 0 0 0 84 0 0 1 183
Sur une classe de transformations itérées pour l'ajustement et la simulation stochastique 0 0 0 21 0 0 0 52
The density of the ruin time for a renewal-reward process perturbed by a diffusion 0 0 0 15 0 0 0 62
The win-first probability under interest force 0 0 0 28 0 0 0 127
Un algorithme d'optimisation par exploration sélective 0 0 0 53 0 0 2 249
Valuation of Portfolio Loss Derivatives in An Infectious Model 0 0 0 0 0 0 0 26
Total Working Papers 1 1 2 817 6 9 41 2,600
1 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A link between wave governed random motions and ruin processes 1 1 1 41 1 1 2 109
An extension of Davis and Lo's contagion model 0 0 0 2 0 2 2 36
Another look at the Picard-Lefevre formula for finite-time ruin probabilities 0 0 1 64 0 0 1 177
Asymptotic domination of sample maxima 0 0 0 0 0 0 0 1
Convergence and asymptotic variance of bootstrapped finite-time ruin probabilities with partly shifted risk processes 0 0 0 10 1 1 2 53
Dependence structure estimation using Copula Recursive Trees 0 0 0 1 0 1 1 15
Distortions of multivariate distribution functions and associated level curves: Applications in multivariate risk theory 0 1 1 3 1 2 3 32
Extremes for multivariate expectiles 0 0 0 13 0 0 1 32
Impact of Dependence on Some Multivariate Risk Indicators 0 0 0 0 0 0 1 5
Iterative Adjustment of Survival Functions by Composed Probability Distortions 0 0 0 12 1 1 1 64
Kriging of financial term-structures 0 0 0 18 0 0 0 46
Multivariate extensions of expectiles risk measures 0 0 1 8 0 0 1 22
On an asymmetric extension of multivariate Archimedean copulas based on quadratic form 0 0 0 3 0 0 1 17
On certain transformations of Archimedean copulas: Application to the non-parametric estimation of their generators 0 0 0 4 0 0 1 38
Quantile predictions for elliptical random fields 0 0 0 2 1 1 1 22
Robustness analysis and convergence of empirical finite-time ruin probabilities and estimation risk solvency margin 0 0 0 14 0 0 1 52
Spatial Expectile Predictions for Elliptical Random Fields 0 0 0 0 0 0 0 1
The win-first probability under interest force 0 0 0 33 0 0 1 127
Total Journal Articles 1 2 4 228 5 9 20 849

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Statistics updated 2025-03-03