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 3 23
A note on the computation of an actuarial Waring formula in the finite-exchangeable case 0 0 0 38 0 0 1 114
A note on upper-patched generators for Archimedean copulas 0 0 0 20 0 0 0 19
A risk management approach to capital allocation 0 0 0 18 0 0 0 31
A risk management approach to capital allocation 0 0 1 26 0 1 6 60
ASYMPTOTIC MULTIVARIATE EXPECTILES 0 0 0 27 2 2 2 37
Agrégation d'informations et alternative au krigeage en environnement aléatoire 0 0 0 13 0 0 2 86
An extension of Davis and Lo's contagion model 0 0 0 24 0 0 1 43
An extension of Davis and Lo's contagion model 0 0 0 107 0 0 0 318
Another look at the Picard-Lefèvre formula for finite-time ruin probabilities 0 0 0 0 0 2 2 15
Assessing clustering methods using Shannon's entropy 0 0 0 0 1 1 4 6
Asymptotic Domination of Sample Maxima 0 0 0 0 0 0 2 14
Asymptotic multivariate expectiles 0 0 0 16 1 1 1 34
Convergence and asymptotic variance of bootstrapped finite-time ruin probabilities with partly shifted risk processes 0 0 0 30 1 3 4 146
Distortions of multivariate distribution functions and associated level curves: applications in multivariate risk theory 0 0 0 9 0 1 5 36
Distortions of multivariate risk measures: a level-sets based approach 0 0 0 6 0 0 1 29
Estimation de la courbe d'actualisation par krigeage sous contraintes 0 0 0 5 0 0 1 16
Estimation de probabilités de changement d'état en présence de données incomplètes et applications actuarielles 0 0 0 0 0 0 1 14
Estimation of multivariate critical layers: Applications to rainfall data 0 0 0 8 0 1 2 18
Exploring or reducing noise? A global optimization algorithm in the presence of noise 0 0 1 29 0 1 2 47
Extremes for multivariate expectiles 0 0 0 0 0 1 1 21
Gaussian processes for computer experiments 0 0 1 13 0 1 5 36
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 1 38
Impact of dependence on some multivariate risk indicators 0 0 0 7 0 0 0 25
Impact of dependence on some multivariate risk indicators 0 0 0 6 0 0 1 15
Iterative Adjustment of Survival Functions by Composed Probability Distortions 0 0 0 1 0 0 0 19
Kriging of financial term-structures 0 0 0 11 2 3 3 52
Kriging of financial term-structures 0 0 0 16 3 4 6 49
Les G\'en\'erateurs de Sc\'enarios \'Economiques: quelle utilisation en assurance? 0 0 1 26 0 0 3 77
Les Générateurs de Scénarios Économiques: quelle utilisation en assurance ? 0 0 0 17 0 2 2 89
Les générateurs de Scénarios Économiques: de la conception à la mesure de la qualité 0 0 0 88 1 3 3 227
Multivariate extensions of expectiles risk measures 0 0 0 8 1 3 3 34
On a capital allocation by minimizing multivariate risk indicators 0 0 0 2 1 3 4 22
On a construction of multivariate distributions given some multidimensional marginals 0 0 0 6 0 1 1 31
On an asymmetric extension of multivariate Archimedean copulas based on quadratic form 0 0 0 14 0 1 1 26
On certain transformation of Archimedean copulas: Application to the non-parametric estimation of their generators 0 0 0 16 1 1 1 56
On hyperbolic iterated distortions for the adjustment of survival functions 0 0 0 0 1 1 1 22
On tail dependence coefficients of transformed multivariate Archimedean copulas 0 0 0 12 2 4 4 29
Robustness analysis and convergence of empirical finite-time ruin probabilities and estimation risk solvency margin 0 0 0 84 0 1 4 187
Sur une classe de transformations itérées pour l'ajustement et la simulation stochastique 0 0 0 21 1 2 2 54
The density of the ruin time for a renewal-reward process perturbed by a diffusion 0 0 0 15 0 1 1 63
The win-first probability under interest force 0 0 0 28 0 1 1 128
Un algorithme d'optimisation par exploration sélective 0 0 0 53 0 0 1 250
Valuation of Portfolio Loss Derivatives in An Infectious Model 0 0 0 0 0 1 1 27
Total Working Papers 0 0 4 820 19 48 90 2,683
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 1 41 1 1 3 111
A note on simulating hyperplane-truncated multivariate normal distributions 0 1 1 2 1 2 3 4
An extension of Davis and Lo's contagion model 0 0 0 2 1 2 4 38
Another look at the Picard-Lefevre formula for finite-time ruin probabilities 0 0 0 64 1 3 3 180
Asymptotic domination of sample maxima 0 0 0 0 0 1 1 2
Combination of optimization-free kriging models for high-dimensional problems 0 0 0 0 0 1 3 4
Convergence and asymptotic variance of bootstrapped finite-time ruin probabilities with partly shifted risk processes 0 0 0 10 1 1 2 54
Dependence structure estimation using Copula Recursive Trees 0 0 1 2 4 4 6 20
Distortions of multivariate distribution functions and associated level curves: Applications in multivariate risk theory 0 0 1 3 0 1 4 34
Extremes for multivariate expectiles 0 0 0 13 0 0 1 33
Impact of Dependence on Some Multivariate Risk Indicators 0 0 0 0 1 2 3 8
Iterative Adjustment of Survival Functions by Composed Probability Distortions 0 0 0 12 1 2 3 66
Kriging of financial term-structures 0 0 1 19 3 3 4 50
Multivariate extensions of expectiles risk measures 0 0 0 8 0 0 0 22
On an asymmetric extension of multivariate Archimedean copulas based on quadratic form 0 0 0 3 1 1 1 18
On certain transformations of Archimedean copulas: Application to the non-parametric estimation of their generators 0 0 0 4 1 2 2 40
Quantile predictions for elliptical random fields 0 0 0 2 0 0 4 25
Robustness analysis and convergence of empirical finite-time ruin probabilities and estimation risk solvency margin 0 0 0 14 0 1 1 53
Sampling large hyperplane-truncated multivariate normal distributions 0 0 0 0 0 1 2 2
Spatial Expectile Predictions for Elliptical Random Fields 0 0 0 0 1 2 3 4
The win-first probability under interest force 0 0 0 33 1 2 2 129
Total Journal Articles 0 1 5 232 18 32 55 897

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Statistics updated 2025-12-06