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 3 5 26
A note on the computation of an actuarial Waring formula in the finite-exchangeable case 0 0 0 38 0 4 5 118
A note on upper-patched generators for Archimedean copulas 0 0 0 20 0 2 2 21
A risk management approach to capital allocation 0 0 0 18 2 6 6 37
A risk management approach to capital allocation 0 0 0 26 1 9 13 69
ASYMPTOTIC MULTIVARIATE EXPECTILES 0 0 0 27 0 4 6 41
Agrégation d'informations et alternative au krigeage en environnement aléatoire 0 0 0 13 4 4 4 90
An extension of Davis and Lo's contagion model 0 0 0 24 0 24 25 67
An extension of Davis and Lo's contagion model 0 0 0 107 2 7 7 325
Another look at the Picard-Lefèvre formula for finite-time ruin probabilities 0 0 0 0 0 1 3 16
Assessing clustering methods using Shannon's entropy 0 1 1 1 1 6 10 12
Asymptotic Domination of Sample Maxima 0 0 0 0 0 0 2 14
Asymptotic multivariate expectiles 0 0 0 16 0 2 3 36
Convergence and asymptotic variance of bootstrapped finite-time ruin probabilities with partly shifted risk processes 0 0 0 30 0 4 8 150
Distortions of multivariate distribution functions and associated level curves: applications in multivariate risk theory 0 0 0 9 1 4 9 40
Distortions of multivariate risk measures: a level-sets based approach 0 0 0 6 0 1 1 30
Estimation de la courbe d'actualisation par krigeage sous contraintes 0 0 0 5 0 1 1 17
Estimation de probabilités de changement d'état en présence de données incomplètes et applications actuarielles 0 0 0 0 0 0 0 14
Estimation of multivariate critical layers: Applications to rainfall data 0 0 0 8 0 2 4 20
Exploring or reducing noise? A global optimization algorithm in the presence of noise 0 0 1 29 0 5 7 52
Extremes for multivariate expectiles 0 0 0 0 1 4 5 25
Gaussian processes for computer experiments 0 0 1 13 0 2 7 38
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 1 2 2 40
Impact of dependence on some multivariate risk indicators 0 0 0 6 0 0 1 15
Impact of dependence on some multivariate risk indicators 0 0 0 7 1 5 5 30
Iterative Adjustment of Survival Functions by Composed Probability Distortions 0 0 0 1 0 3 3 22
Kriging of financial term-structures 0 0 0 16 1 3 9 52
Kriging of financial term-structures 0 0 0 11 2 5 8 57
Les G\'en\'erateurs de Sc\'enarios \'Economiques: quelle utilisation en assurance? 0 0 1 26 0 3 6 80
Les Générateurs de Scénarios Économiques: quelle utilisation en assurance ? 0 0 0 17 0 1 3 90
Les générateurs de Scénarios Économiques: de la conception à la mesure de la qualité 0 0 0 88 0 2 5 229
Multivariate extensions of expectiles risk measures 0 0 0 8 2 7 10 41
On a capital allocation by minimizing multivariate risk indicators 0 0 0 2 0 3 7 25
On a construction of multivariate distributions given some multidimensional marginals 0 0 0 6 0 1 2 32
On an asymmetric extension of multivariate Archimedean copulas based on quadratic form 0 0 0 14 0 4 5 30
On certain transformation of Archimedean copulas: Application to the non-parametric estimation of their generators 0 0 0 16 0 5 6 61
On hyperbolic iterated distortions for the adjustment of survival functions 0 0 0 0 0 1 2 23
On tail dependence coefficients of transformed multivariate Archimedean copulas 0 0 0 12 1 3 7 32
Robustness analysis and convergence of empirical finite-time ruin probabilities and estimation risk solvency margin 0 0 0 84 0 0 4 187
Sur une classe de transformations itérées pour l'ajustement et la simulation stochastique 0 0 0 21 0 1 3 55
The density of the ruin time for a renewal-reward process perturbed by a diffusion 0 0 0 15 0 2 3 65
The win-first probability under interest force 0 0 0 28 0 3 4 131
Un algorithme d'optimisation par exploration sélective 0 0 0 53 1 3 4 253
Valuation of Portfolio Loss Derivatives in An Infectious Model 0 0 0 0 1 1 2 28
Total Working Papers 0 1 4 821 22 153 234 2,836
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 0 0 0 41 0 4 6 115
A note on simulating hyperplane-truncated multivariate normal distributions 0 0 1 2 1 2 5 6
An extension of Davis and Lo's contagion model 0 0 0 2 0 6 8 44
Another look at the Picard-Lefevre formula for finite-time ruin probabilities 0 0 0 64 0 2 5 182
Asymptotic domination of sample maxima 0 0 0 0 0 1 2 3
Combination of optimization-free kriging models for high-dimensional problems 0 0 0 0 0 3 6 7
Convergence and asymptotic variance of bootstrapped finite-time ruin probabilities with partly shifted risk processes 0 0 0 10 1 3 4 57
Dependence structure estimation using Copula Recursive Trees 0 0 1 2 1 1 6 21
Distortions of multivariate distribution functions and associated level curves: Applications in multivariate risk theory 0 0 0 3 0 3 5 37
Extremes for multivariate expectiles 0 0 0 13 1 3 4 36
Impact of Dependence on Some Multivariate Risk Indicators 0 0 0 0 0 3 6 11
Iterative Adjustment of Survival Functions by Composed Probability Distortions 0 0 0 12 0 4 6 70
Kriging of financial term-structures 0 0 1 19 2 9 13 59
Multivariate extensions of expectiles risk measures 0 0 0 8 2 6 6 28
On an asymmetric extension of multivariate Archimedean copulas based on quadratic form 0 0 0 3 0 6 7 24
On certain transformations of Archimedean copulas: Application to the non-parametric estimation of their generators 0 0 0 4 2 5 7 45
Quantile predictions for elliptical random fields 0 0 0 2 0 1 4 26
Robustness analysis and convergence of empirical finite-time ruin probabilities and estimation risk solvency margin 0 0 0 14 0 3 4 56
Sampling large hyperplane-truncated multivariate normal distributions 0 0 0 0 2 4 6 6
Spatial Expectile Predictions for Elliptical Random Fields 0 0 0 0 0 7 10 11
The win-first probability under interest force 0 0 0 33 0 2 4 131
Total Journal Articles 0 0 3 232 12 78 124 975

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Statistics updated 2026-03-04