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 0 0 2 12
A note on the computation of an actuarial Waring formula in the finite-exchangeable case 0 0 1 36 0 3 10 100
A note on upper-patched generators for Archimedean copulas 0 0 0 20 1 1 3 18
A risk management approach to capital allocation 0 0 0 25 0 1 4 48
A risk management approach to capital allocation 0 0 0 18 0 2 5 25
ASYMPTOTIC MULTIVARIATE EXPECTILES 0 0 0 27 2 2 2 23
Agrégation d'informations et alternative au krigeage en environnement aléatoire 0 0 0 12 0 1 4 74
An extension of Davis and Lo's contagion model 0 0 0 24 0 2 11 38
An extension of Davis and Lo's contagion model 0 0 0 106 0 0 4 314
Another look at the Picard-Lefèvre formula for finite-time ruin probabilities 0 0 0 0 0 0 0 10
Asymptotic Domination of Sample Maxima 0 0 0 0 0 3 6 6
Asymptotic multivariate expectiles 0 0 0 14 0 0 0 27
Convergence and asymptotic variance of bootstrapped finite-time ruin probabilities with partly shifted risk processes 0 0 0 30 0 1 3 138
Distortions of multivariate distribution functions and associated level curves: applications in multivariate risk theory 0 0 0 9 0 0 2 27
Distortions of multivariate risk measures: a level-sets based approach 0 0 0 6 1 1 4 21
Estimation de la courbe d'actualisation par krigeage sous contraintes 0 0 0 4 0 1 2 12
Estimation de probabilités de changement d'état en présence de données incomplètes et applications actuarielles 0 0 0 0 0 1 2 10
Estimation of multivariate critical layers: Applications to rainfall data 0 0 0 8 0 1 1 14
Exploring or reducing noise? A global optimization algorithm in the presence of noise 0 0 1 27 0 0 4 41
Extremes for multivariate expectiles 0 0 0 0 0 0 2 18
Gaussian processes for computer experiments 0 0 0 12 0 0 4 24
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 3 17
Impact of dependence on some multivariate risk indicators 0 0 0 6 1 1 6 13
Impact of dependence on some multivariate risk indicators 0 0 0 7 0 0 6 19
Iterative Adjustment of Survival Functions by Composed Probability Distortions 0 0 0 1 0 1 4 17
Kriging of financial term-structures 0 0 0 15 0 1 9 37
Kriging of financial term-structures 0 1 2 7 1 3 9 30
Les G\'en\'erateurs de Sc\'enarios \'Economiques: quelle utilisation en assurance? 0 0 0 25 0 0 3 70
Les Générateurs de Scénarios Économiques: quelle utilisation en assurance ? 1 1 2 16 1 2 7 78
Les générateurs de Scénarios Économiques: de la conception à la mesure de la qualité 0 0 0 86 1 2 6 215
MULTIVARIATE EXTENSIONS OF EXPECTILES RISK MEASURES 0 0 0 7 0 1 8 21
On a capital allocation by minimizing multivariate risk indicators 0 0 0 2 0 1 6 13
On a construction of multivariate distributions given some multidimensional marginals 0 0 0 5 1 1 6 19
On an asymmetric extension of multivariate Archimedean copulas based on quadratic form 0 0 0 13 0 1 5 17
On certain transformation of Archimedean copulas: Application to the non-parametric estimation of their generators 0 0 0 15 0 1 5 49
On hyperbolic iterated distortions for the adjustment of survival functions 0 0 0 0 0 0 4 20
On tail dependence coefficients of transformed multivariate Archimedean copulas 0 0 0 12 1 1 6 21
Robustness analysis and convergence of empirical finite-time ruin probabilities and estimation risk solvency margin 0 0 0 84 0 1 2 180
Sur une classe de transformations itérées pour l'ajustement et la simulation stochastique 0 0 0 18 2 2 2 45
The density of the ruin time for a renewal-reward process perturbed by a diffusion 0 0 0 14 0 0 1 56
The win-first probability under interest force 0 0 0 28 0 1 2 122
Un algorithme d'optimisation par exploration sélective 0 0 0 52 4 4 6 233
Valuation of Portfolio Loss Derivatives in An Infectious Model 0 0 0 0 0 0 3 25
Total Working Papers 1 2 6 791 16 45 184 2,317


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 0 0 0 37 0 0 1 97
An extension of Davis and Lo's contagion model 0 1 1 2 0 1 5 29
Another look at the Picard-Lefevre formula for finite-time ruin probabilities 0 0 0 61 0 0 0 169
Asymptotic domination of sample maxima 0 0 0 0 0 0 0 0
Convergence and asymptotic variance of bootstrapped finite-time ruin probabilities with partly shifted risk processes 0 0 0 10 0 0 0 47
Distortions of multivariate distribution functions and associated level curves: Applications in multivariate risk theory 0 0 0 2 0 0 6 23
Extremes for multivariate expectiles 0 0 3 11 0 0 6 22
Iterative Adjustment of Survival Functions by Composed Probability Distortions 0 0 0 12 0 0 2 60
Kriging of financial term-structures 0 0 1 15 0 0 4 35
Multivariate extensions of expectiles risk measures 0 0 0 6 0 0 1 17
On an asymmetric extension of multivariate Archimedean copulas based on quadratic form 0 0 0 3 0 0 2 13
On certain transformations of Archimedean copulas: Application to the non-parametric estimation of their generators 0 0 1 4 0 0 2 34
Quantile predictions for elliptical random fields 0 0 0 2 0 1 3 20
Robustness analysis and convergence of empirical finite-time ruin probabilities and estimation risk solvency margin 0 0 0 14 0 1 2 50
The win-first probability under interest force 0 0 0 33 0 0 2 122
Total Journal Articles 0 1 6 212 0 3 36 738


Statistics updated 2021-01-03