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 6 27
A note on the computation of an actuarial Waring formula in the finite-exchangeable case 0 0 0 38 5 5 9 123
A note on upper-patched generators for Archimedean copulas 0 0 0 20 2 2 4 23
A risk management approach to capital allocation 0 0 0 26 0 2 13 70
A risk management approach to capital allocation 0 0 0 18 0 2 6 37
ASYMPTOTIC MULTIVARIATE EXPECTILES 0 0 0 27 1 1 7 42
Agrégation d'informations et alternative au krigeage en environnement aléatoire 0 0 0 13 3 7 7 93
An extension of Davis and Lo's contagion model 0 0 0 107 2 4 9 327
An extension of Davis and Lo's contagion model 0 0 0 24 2 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 2 3 12 14
Asymptotic Domination of Sample Maxima 0 0 0 0 0 1 3 15
Asymptotic multivariate expectiles 0 0 0 16 2 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 42
Distortions of multivariate risk measures: a level-sets based approach 0 0 0 6 3 3 4 33
Estimation de probabilités de changement d'état en présence de données incomplètes et applications actuarielles 0 0 0 0 4 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 1 5 25
Gaussian processes for computer experiments 0 0 0 13 4 4 8 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 4 5 6 44
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 0 1 5 30
Iterative Adjustment of Survival Functions by Composed Probability Distortions 0 0 0 1 2 2 5 24
Kriging of financial term-structures 0 0 0 16 1 2 9 53
Kriging of financial term-structures 0 0 0 11 1 3 9 58
Les G\'en\'erateurs de Sc\'enarios \'Economiques: quelle utilisation en assurance? 0 0 1 26 4 4 9 84
Les Générateurs de Scénarios Économiques: quelle utilisation en assurance ? 0 0 0 17 1 1 4 91
Les générateurs de Scénarios Économiques: de la conception à la mesure de la qualité 0 0 0 88 1 1 6 230
Multivariate extensions of expectiles risk measures 0 0 0 8 1 5 13 44
On a capital allocation by minimizing multivariate risk indicators 0 0 0 2 1 2 9 27
On a construction of multivariate distributions given some multidimensional marginals 0 0 0 6 1 2 4 34
On an asymmetric extension of multivariate Archimedean copulas based on quadratic form 0 0 0 14 1 1 6 31
On certain transformation of Archimedean copulas: Application to the non-parametric estimation of their generators 0 0 0 16 2 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 8 33
Robustness analysis and convergence of empirical finite-time ruin probabilities and estimation risk solvency margin 0 0 0 84 3 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 2 2 6 133
Un algorithme d'optimisation par exploration sélective 0 0 0 53 0 1 4 253
Valuation of Portfolio Loss Derivatives in An Infectious Model 0 0 0 0 3 4 5 31
Total Working Papers 0 0 2 816 61 94 296 2,891
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 2 2 7 117
A note on simulating hyperplane-truncated multivariate normal distributions 0 0 1 2 2 4 8 9
An extension of Davis and Lo's contagion model 0 0 0 2 3 3 11 47
Another look at the Picard-Lefevre formula for finite-time ruin probabilities 0 0 0 64 3 3 8 185
Asymptotic domination of sample maxima 0 0 0 0 2 2 4 5
Combination of optimization-free kriging models for high-dimensional problems 0 0 0 0 4 5 11 12
Convergence and asymptotic variance of bootstrapped finite-time ruin probabilities with partly shifted risk processes 0 0 0 10 3 5 8 61
Dependence structure estimation using Copula Recursive Trees 0 0 1 2 1 2 7 22
Distortions of multivariate distribution functions and associated level curves: Applications in multivariate risk theory 0 0 0 3 2 4 9 41
Extremes for multivariate expectiles 0 0 0 13 1 3 6 38
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 4 5 11 75
Kriging of financial term-structures 0 0 0 19 7 11 21 68
Multivariate extensions of expectiles risk measures 0 0 0 8 5 9 13 35
On an asymmetric extension of multivariate Archimedean copulas based on quadratic form 0 0 0 3 2 2 9 26
On certain transformations of Archimedean copulas: Application to the non-parametric estimation of their generators 0 0 0 4 5 7 12 50
Quantile predictions for elliptical random fields 0 0 0 2 1 2 6 28
Robustness analysis and convergence of empirical finite-time ruin probabilities and estimation risk solvency margin 0 0 0 14 2 2 6 58
Sampling large hyperplane-truncated multivariate normal distributions 0 0 0 0 3 6 10 10
Spatial Expectile Predictions for Elliptical Random Fields 0 0 0 0 3 3 12 14
The win-first probability under interest force 0 0 0 33 2 2 6 133
Total Journal Articles 0 0 2 232 57 83 192 1,046

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Statistics updated 2026-05-06