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 1 6 27
A note on the computation of an actuarial Waring formula in the finite-exchangeable case 0 0 0 38 0 5 9 123
A note on upper-patched generators for Archimedean copulas 0 0 0 20 0 2 4 23
A risk management approach to capital allocation 0 0 0 26 0 1 12 70
A risk management approach to capital allocation 0 0 0 18 1 1 7 38
ASYMPTOTIC MULTIVARIATE EXPECTILES 0 0 0 27 0 1 7 42
Agrégation d'informations et alternative au krigeage en environnement aléatoire 0 0 0 13 2 5 9 95
An extension of Davis and Lo's contagion model 0 0 0 107 0 2 9 327
An extension of Davis and Lo's contagion model 0 0 0 24 0 2 27 69
Another look at the Picard-Lefèvre formula for finite-time ruin probabilities 0 0 0 0 0 1 4 17
Assessing clustering methods using Shannon's entropy 0 0 1 1 0 2 11 14
Asymptotic Domination of Sample Maxima 0 0 0 0 0 1 3 15
Asymptotic multivariate expectiles 0 0 0 16 0 2 5 38
Convergence and asymptotic variance of bootstrapped finite-time ruin probabilities with partly shifted risk processes 0 0 0 30 0 0 8 150
Distortions of multivariate distribution functions and associated level curves: applications in multivariate risk theory 0 0 0 9 1 3 11 43
Distortions of multivariate risk measures: a level-sets based approach 0 0 0 6 0 3 4 33
Estimation de probabilités de changement d'état en présence de données incomplètes et applications actuarielles 0 0 0 0 0 4 4 18
Estimation of multivariate critical layers: Applications to rainfall data 0 0 0 8 0 0 4 20
Exploring or reducing noise? A global optimization algorithm in the presence of noise 0 0 0 29 0 2 8 54
Extremes for multivariate expectiles 0 0 0 0 0 0 5 25
Gaussian processes for computer experiments 0 0 0 13 0 4 7 42
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 4 6 44
Impact of dependence on some multivariate risk indicators 0 0 0 7 0 0 5 30
Impact of dependence on some multivariate risk indicators 0 0 0 6 1 1 2 16
Iterative Adjustment of Survival Functions by Composed Probability Distortions 0 0 0 1 0 2 5 24
Kriging of financial term-structures 0 0 0 16 0 1 9 53
Kriging of financial term-structures 0 0 0 11 1 2 10 59
Les G\'en\'erateurs de Sc\'enarios \'Economiques: quelle utilisation en assurance? 0 0 1 26 2 6 11 86
Les Générateurs de Scénarios Économiques: quelle utilisation en assurance ? 0 0 0 17 0 1 4 91
Les générateurs de Scénarios Économiques: de la conception à la mesure de la qualité 0 0 0 88 0 1 6 230
Multivariate extensions of expectiles risk measures 0 0 0 8 0 3 13 44
On a capital allocation by minimizing multivariate risk indicators 0 0 0 2 0 2 9 27
On a construction of multivariate distributions given some multidimensional marginals 0 0 0 6 1 3 5 35
On an asymmetric extension of multivariate Archimedean copulas based on quadratic form 0 0 0 14 1 2 7 32
On certain transformation of Archimedean copulas: Application to the non-parametric estimation of their generators 0 0 0 16 0 2 8 63
On hyperbolic iterated distortions for the adjustment of survival functions 0 0 0 0 0 0 2 23
On tail dependence coefficients of transformed multivariate Archimedean copulas 0 0 0 12 1 2 9 34
Robustness analysis and convergence of empirical finite-time ruin probabilities and estimation risk solvency margin 0 0 0 84 0 3 6 190
Sur une classe de transformations itérées pour l'ajustement et la simulation stochastique 0 0 0 21 0 1 4 56
The density of the ruin time for a renewal-reward process perturbed by a diffusion 0 0 0 15 0 0 3 65
The win-first probability under interest force 0 0 0 28 0 2 6 133
Un algorithme d'optimisation par exploration sélective 0 0 0 53 1 1 5 254
Valuation of Portfolio Loss Derivatives in An Infectious Model 0 0 0 0 0 3 5 31
Total Working Papers 0 0 2 816 12 84 304 2,903
2 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 2 7 117
A note on simulating hyperplane-truncated multivariate normal distributions 0 0 1 2 0 3 7 9
An extension of Davis and Lo's contagion model 0 0 0 2 0 3 11 47
Another look at the Picard-Lefevre formula for finite-time ruin probabilities 0 0 0 64 0 3 8 185
Asymptotic domination of sample maxima 0 0 0 0 0 2 4 5
Combination of optimization-free kriging models for high-dimensional problems 0 0 0 0 0 5 10 12
Convergence and asymptotic variance of bootstrapped finite-time ruin probabilities with partly shifted risk processes 0 0 0 10 0 4 8 61
Dependence structure estimation using Copula Recursive Trees 0 0 0 2 0 1 6 22
Distortions of multivariate distribution functions and associated level curves: Applications in multivariate risk theory 0 0 0 3 0 4 9 41
Extremes for multivariate expectiles 0 0 0 13 1 3 7 39
Impact of Dependence on Some Multivariate Risk Indicators 0 0 0 0 0 1 7 12
Iterative Adjustment of Survival Functions by Composed Probability Distortions 0 0 0 12 0 5 11 75
Kriging of financial term-structures 0 0 0 19 0 9 21 68
Multivariate extensions of expectiles risk measures 0 0 0 8 1 8 14 36
On an asymmetric extension of multivariate Archimedean copulas based on quadratic form 0 0 0 3 2 4 11 28
On certain transformations of Archimedean copulas: Application to the non-parametric estimation of their generators 0 0 0 4 0 5 12 50
Quantile predictions for elliptical random fields 0 0 0 2 0 2 6 28
Robustness analysis and convergence of empirical finite-time ruin probabilities and estimation risk solvency margin 0 0 0 14 1 3 7 59
Sampling large hyperplane-truncated multivariate normal distributions 0 0 0 0 0 4 10 10
Spatial Expectile Predictions for Elliptical Random Fields 0 0 0 0 0 3 12 14
The win-first probability under interest force 0 0 0 33 0 2 6 133
Total Journal Articles 0 0 1 232 5 76 194 1,051

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Statistics updated 2026-06-04