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 2 7 29
A note on the computation of an actuarial Waring formula in the finite-exchangeable case 0 0 0 38 0 0 9 123
A note on upper-patched generators for Archimedean copulas 0 0 0 20 0 1 5 24
A risk management approach to capital allocation 0 0 0 18 0 1 8 39
A risk management approach to capital allocation 0 0 0 26 1 1 12 71
ASYMPTOTIC MULTIVARIATE EXPECTILES 0 0 0 27 2 2 9 44
Agrégation d'informations et alternative au krigeage en environnement aléatoire 0 0 0 13 0 0 9 95
An extension of Davis and Lo's contagion model 0 0 0 24 1 1 27 70
An extension of Davis and Lo's contagion model 0 0 0 107 0 0 9 327
Another look at the Picard-Lefèvre formula for finite-time ruin probabilities 0 0 0 0 0 0 4 17
Assessing clustering methods using Shannon's entropy 0 0 1 1 0 0 9 14
Asymptotic Domination of Sample Maxima 0 0 0 0 0 0 1 15
Asymptotic multivariate expectiles 0 0 0 16 3 3 8 41
Convergence and asymptotic variance of bootstrapped finite-time ruin probabilities with partly shifted risk processes 0 0 0 30 0 0 7 150
Distortions of multivariate distribution functions and associated level curves: applications in multivariate risk theory 0 0 0 9 0 2 10 45
Distortions of multivariate risk measures: a level-sets based approach 0 0 0 6 0 1 5 34
Estimation de probabilités de changement d'état en présence de données incomplètes et applications actuarielles 0 0 0 0 1 1 5 19
Estimation of multivariate critical layers: Applications to rainfall data 0 0 0 8 0 0 3 20
Exploring or reducing noise? A global optimization algorithm in the presence of noise 0 0 0 29 0 1 9 55
Extremes for multivariate expectiles 0 0 0 0 0 0 5 25
Gaussian processes for computer experiments 0 0 0 13 1 1 8 43
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 0 6 44
Impact of dependence on some multivariate risk indicators 0 0 0 7 2 2 7 32
Impact of dependence on some multivariate risk indicators 0 0 0 6 1 1 2 17
Iterative Adjustment of Survival Functions by Composed Probability Distortions 0 0 0 1 0 0 5 24
Kriging of financial term-structures 0 0 0 16 0 0 8 53
Kriging of financial term-structures 0 0 0 11 2 2 12 61
Les G\'en\'erateurs de Sc\'enarios \'Economiques: quelle utilisation en assurance? 0 0 0 26 0 0 9 86
Les Générateurs de Scénarios Économiques: quelle utilisation en assurance ? 0 0 0 17 1 1 5 92
Les générateurs de Scénarios Économiques: de la conception à la mesure de la qualité 0 0 0 88 0 0 6 230
Multivariate extensions of expectiles risk measures 0 0 0 8 0 0 13 44
On a capital allocation by minimizing multivariate risk indicators 0 0 0 2 0 0 8 27
On a construction of multivariate distributions given some multidimensional marginals 0 0 0 6 0 0 5 35
On an asymmetric extension of multivariate Archimedean copulas based on quadratic form 0 0 0 14 0 1 8 33
On certain transformation of Archimedean copulas: Application to the non-parametric estimation of their generators 0 0 0 16 1 1 9 64
On hyperbolic iterated distortions for the adjustment of survival functions 0 0 0 0 1 1 3 24
On tail dependence coefficients of transformed multivariate Archimedean copulas 0 0 0 12 1 2 11 36
Robustness analysis and convergence of empirical finite-time ruin probabilities and estimation risk solvency margin 0 0 0 84 0 1 5 191
Sur une classe de transformations itérées pour l'ajustement et la simulation stochastique 0 0 0 21 0 0 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 0 6 133
Un algorithme d'optimisation par exploration sélective 0 0 0 53 0 1 5 255
Valuation of Portfolio Loss Derivatives in An Infectious Model 0 0 0 0 0 0 5 31
Total Working Papers 0 0 1 816 19 30 314 2,933
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 9 119
A note on simulating hyperplane-truncated multivariate normal distributions 0 0 1 2 0 1 8 10
An extension of Davis and Lo's contagion model 0 0 0 2 1 2 13 49
Another look at the Picard-Lefevre formula for finite-time ruin probabilities 0 0 0 64 0 0 8 185
Asymptotic domination of sample maxima 0 0 0 0 0 0 4 5
Combination of optimization-free kriging models for high-dimensional problems 0 0 0 0 0 0 9 12
Convergence and asymptotic variance of bootstrapped finite-time ruin probabilities with partly shifted risk processes 0 0 0 10 0 0 8 61
Dependence structure estimation using Copula Recursive Trees 0 0 0 2 0 1 7 23
Distortions of multivariate distribution functions and associated level curves: Applications in multivariate risk theory 0 0 0 3 0 1 9 42
Extremes for multivariate expectiles 0 0 0 13 0 0 6 39
Impact of Dependence on Some Multivariate Risk Indicators 0 0 0 0 0 2 8 14
Iterative Adjustment of Survival Functions by Composed Probability Distortions 0 0 0 12 0 0 11 75
Kriging of financial term-structures 0 0 0 19 1 1 22 69
Multivariate extensions of expectiles risk measures 0 0 0 8 0 0 14 36
On an asymmetric extension of multivariate Archimedean copulas based on quadratic form 0 0 0 3 0 2 13 30
On certain transformations of Archimedean copulas: Application to the non-parametric estimation of their generators 0 0 0 4 0 0 12 50
Quantile predictions for elliptical random fields 0 0 0 2 2 2 5 30
Robustness analysis and convergence of empirical finite-time ruin probabilities and estimation risk solvency margin 0 0 0 14 0 0 7 59
Sampling large hyperplane-truncated multivariate normal distributions 0 0 0 0 0 1 10 11
Spatial Expectile Predictions for Elliptical Random Fields 0 0 0 0 0 2 14 16
The win-first probability under interest force 0 0 0 33 1 2 8 135
Total Journal Articles 0 0 1 232 5 19 205 1,070

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Statistics updated 2026-09-10