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 2 4 6 26
A note on the computation of an actuarial Waring formula in the finite-exchangeable case 0 0 0 38 3 4 5 118
A note on upper-patched generators for Archimedean copulas 0 0 0 20 1 2 2 21
A risk management approach to capital allocation 0 0 0 18 2 4 4 35
A risk management approach to capital allocation 0 0 1 26 2 8 13 68
ASYMPTOTIC MULTIVARIATE EXPECTILES 0 0 0 27 4 6 6 41
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 0 107 4 5 5 323
An extension of Davis and Lo's contagion model 0 0 0 24 9 24 25 67
Another look at the Picard-Lefèvre formula for finite-time ruin probabilities 0 0 0 0 1 1 3 16
Assessing clustering methods using Shannon's entropy 1 1 1 1 3 6 9 11
Asymptotic Domination of Sample Maxima 0 0 0 0 0 0 2 14
Asymptotic multivariate expectiles 0 0 0 16 2 3 3 36
Convergence and asymptotic variance of bootstrapped finite-time ruin probabilities with partly shifted risk processes 0 0 0 30 2 5 8 150
Distortions of multivariate distribution functions and associated level curves: applications in multivariate risk theory 0 0 0 9 2 3 8 39
Distortions of multivariate risk measures: a level-sets based approach 0 0 0 6 1 1 1 30
Estimation de la courbe d'actualisation par krigeage sous contraintes 0 0 0 5 0 1 2 17
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 2 2 4 20
Exploring or reducing noise? A global optimization algorithm in the presence of noise 0 0 1 29 3 5 7 52
Extremes for multivariate expectiles 0 0 0 0 2 3 4 24
Gaussian processes for computer experiments 0 0 1 13 2 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 1 1 39
Impact of dependence on some multivariate risk indicators 0 0 0 7 2 4 4 29
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 2 3 3 22
Kriging of financial term-structures 0 0 0 11 3 5 6 55
Kriging of financial term-structures 0 0 0 16 2 5 8 51
Les G\'en\'erateurs de Sc\'enarios \'Economiques: quelle utilisation en assurance? 0 0 1 26 3 3 6 80
Les Générateurs de Scénarios Économiques: quelle utilisation en assurance ? 0 0 0 17 1 1 3 90
Les générateurs de Scénarios Économiques: de la conception à la mesure de la qualité 0 0 0 88 2 3 5 229
Multivariate extensions of expectiles risk measures 0 0 0 8 5 6 8 39
On a capital allocation by minimizing multivariate risk indicators 0 0 0 2 2 4 7 25
On a construction of multivariate distributions given some multidimensional marginals 0 0 0 6 1 1 2 32
On an asymmetric extension of multivariate Archimedean copulas based on quadratic form 0 0 0 14 2 4 5 30
On certain transformation of Archimedean copulas: Application to the non-parametric estimation of their generators 0 0 0 16 3 6 6 61
On hyperbolic iterated distortions for the adjustment of survival functions 0 0 0 0 1 2 2 23
On tail dependence coefficients of transformed multivariate Archimedean copulas 0 0 0 12 2 4 6 31
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 1 2 3 55
The density of the ruin time for a renewal-reward process perturbed by a diffusion 0 0 0 15 1 2 3 65
The win-first probability under interest force 0 0 0 28 2 3 4 131
Un algorithme d'optimisation par exploration sélective 0 0 0 53 2 2 3 252
Valuation of Portfolio Loss Derivatives in An Infectious Model 0 0 0 0 0 0 1 27
Total Working Papers 1 1 5 821 85 150 218 2,814
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 3 5 7 115
A note on simulating hyperplane-truncated multivariate normal distributions 0 0 1 2 1 2 4 5
An extension of Davis and Lo's contagion model 0 0 0 2 5 7 8 44
Another look at the Picard-Lefevre formula for finite-time ruin probabilities 0 0 0 64 0 3 5 182
Asymptotic domination of sample maxima 0 0 0 0 1 1 2 3
Combination of optimization-free kriging models for high-dimensional problems 0 0 0 0 3 3 6 7
Convergence and asymptotic variance of bootstrapped finite-time ruin probabilities with partly shifted risk processes 0 0 0 10 2 3 4 56
Dependence structure estimation using Copula Recursive Trees 0 0 1 2 0 4 5 20
Distortions of multivariate distribution functions and associated level curves: Applications in multivariate risk theory 0 0 0 3 3 3 6 37
Extremes for multivariate expectiles 0 0 0 13 2 2 3 35
Impact of Dependence on Some Multivariate Risk Indicators 0 0 0 0 1 4 6 11
Iterative Adjustment of Survival Functions by Composed Probability Distortions 0 0 0 12 1 5 7 70
Kriging of financial term-structures 0 0 1 19 7 10 11 57
Multivariate extensions of expectiles risk measures 0 0 0 8 4 4 4 26
On an asymmetric extension of multivariate Archimedean copulas based on quadratic form 0 0 0 3 2 7 7 24
On certain transformations of Archimedean copulas: Application to the non-parametric estimation of their generators 0 0 0 4 2 4 5 43
Quantile predictions for elliptical random fields 0 0 0 2 1 1 5 26
Robustness analysis and convergence of empirical finite-time ruin probabilities and estimation risk solvency margin 0 0 0 14 2 3 4 56
Sampling large hyperplane-truncated multivariate normal distributions 0 0 0 0 2 2 4 4
Spatial Expectile Predictions for Elliptical Random Fields 0 0 0 0 3 8 10 11
The win-first probability under interest force 0 0 0 33 1 3 4 131
Total Journal Articles 0 0 4 232 46 84 117 963

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Statistics updated 2026-02-12