Didier Rulliere
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Didier |
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Rulliere |
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Affiliations
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Université Claude Bernard (Lyon 1)
/ Institut de Science Financière et d'Assurances (École ISFA)
Research profile
author of:
- An extension of Davis and Lo's contagion model (RePEc:arx:papers:0904.1653)
by Didier Rulli`ere & Diana Dorobantu & Areski Cousin - Les G\'en\'erateurs de Sc\'enarios \'Economiques : quelle utilisation en assurance? (RePEc:arx:papers:0911.3472)
by Alaeddine Faleh & Fr'ed'eric Planchet & Didier Rulli`ere - A risk management approach to capital allocation (RePEc:arx:papers:1506.04125)
by V'eronique Maume-Deschamps & Didier Rulli`ere & Khalil Said - Impact of dependence on some multivariate risk indicators (RePEc:arx:papers:1507.01175)
by V'eronique Maume-Deschamps & Didier Rulli`ere & Khalil Said - Kriging of financial term-structures (RePEc:arx:papers:1604.02237)
by Areski Cousin & Hassan Maatouk & Didier Rulli`ere - Asymptotic multivariate expectiles (RePEc:arx:papers:1704.07152)
by V'eronique Maume-Deschamps & Didier Rulli`ere & Khalil Said - Extremes for multivariate expectiles (RePEc:bpj:strimo:v:35:y:2018:i:3-4:p:111-140:n:2)
by Maume-Deschamps Véronique & Rullière Didier & Said Khalil - Kriging of financial term-structures (RePEc:eee:ejores:v:255:y:2016:i:2:p:631-648)
by Cousin, Areski & Maatouk, Hassan & Rullière, Didier - Another look at the Picard-Lefevre formula for finite-time ruin probabilities (RePEc:eee:insuma:v:35:y:2004:i:2:p:187-203)
by Rulliere, Didier & Loisel, Stephane - A link between wave governed random motions and ruin processes (RePEc:eee:insuma:v:35:y:2004:i:2:p:205-222)
by Mazza, Christian & Rulliere, Didier - The win-first probability under interest force (RePEc:eee:insuma:v:37:y:2005:i:3:p:421-442)
by Rulliere, Didier & Loisel, Stephane - Robustness analysis and convergence of empirical finite-time ruin probabilities and estimation risk solvency margin (RePEc:eee:insuma:v:42:y:2008:i:2:p:746-762)
by Loisel, Stéphane & Mazza, Christian & Rullière, Didier - Convergence and asymptotic variance of bootstrapped finite-time ruin probabilities with partly shifted risk processes (RePEc:eee:insuma:v:45:y:2009:i:3:p:374-381)
by Loisel, Stéphane & Mazza, Christian & Rullière, Didier - Distortions of multivariate distribution functions and associated level curves: Applications in multivariate risk theory (RePEc:eee:insuma:v:53:y:2013:i:1:p:190-205)
by Di Bernardino, Elena & Rullière, Didier - Quantile predictions for elliptical random fields (RePEc:eee:jmvana:v:159:y:2017:i:c:p:1-17)
by Maume-Deschamps, V. & Rullière, D. & Usseglio-Carleve, A. - Dependence structure estimation using Copula Recursive Trees (RePEc:eee:jmvana:v:185:y:2021:i:c:s0047259x21000543)
by Laverny, Oskar & Masiello, Esterina & Maume-Deschamps, Véronique & Rullière, Didier - Asymptotic domination of sample maxima (RePEc:eee:stapro:v:160:y:2020:i:c:s0167715220300067)
by Hashorva, Enkelejd & Rullière, Didier - A note on simulating hyperplane-truncated multivariate normal distributions (RePEc:eee:stapro:v:191:y:2022:i:c:s0167715222001730)
by Maatouk, Hassan & Bay, Xavier & Rullière, Didier - The win-first probability under interest force (RePEc:hal:journl:hal-00165791)
by Didier Rullière & Stéphane Loisel - Robustness analysis and convergence of empirical finite-time ruin probabilities and estimation risk solvency margin (RePEc:hal:journl:hal-00168714)
by Stéphane Loisel & Christian Mazza & Didier Rullière - Convergence and asymptotic variance of bootstrapped finite-time ruin probabilities with partly shifted risk processes (RePEc:hal:journl:hal-00168716)
by Stéphane Loisel & Christian Mazza & Didier Rullière - An extension of Davis and Lo's contagion model (RePEc:hal:journl:hal-00374367)
by Didier Rullière & Diana Dorobantu & Areski Cousin - Another look at the Picard-Lefèvre formula for finite-time ruin probabilities (RePEc:hal:journl:hal-00379412)
by Didier Rullière & Stéphane Loisel - A link between wave governed random motions and ruin processes (RePEc:hal:journl:hal-00412977)
by Christian Mazza & Didier Rullière - 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 (RePEc:hal:journl:hal-00412981)
by Didier Rullière & Daniel Serant - Estimation de probabilités de changement d'état en présence de données incomplètes et applications actuarielles (RePEc:hal:journl:hal-00412983)
by Didier Rullière & Daniel Serant - Les Générateurs de Scénarios Économiques : quelle utilisation en assurance ? (RePEc:hal:journl:hal-00433037)
by Alaeddine Faleh & Frédéric Planchet & Didier Rullière - Les générateurs de Scénarios Économiques : de la conception à la mesure de la qualité (RePEc:hal:journl:hal-00530868)
by Alaeddine Faleh & Frédéric Planchet & Didier Rullière - The density of the ruin time for a renewal-reward process perturbed by a diffusion (RePEc:hal:journl:hal-00625099)
by Christophette Blanchet-Scalliet & Diana Dorobantu & Didier Rullière - Valuation of Portfolio Loss Derivatives in An Infectious Model (RePEc:hal:journl:hal-00665027)
by Areski Cousin & Diana Dorobantu & Didier Rullière - On hyperbolic iterated distortions for the adjustment of survival functions (RePEc:hal:journl:hal-00665349)
by Alexis Bienvenüe & Didier Rullière - Iterative Adjustment of Survival Functions by Composed Probability Distortions (RePEc:hal:journl:hal-00665890)
by Alexis Bienvenüe & Didier Rullière - Distortions of multivariate distribution functions and associated level curves: applications in multivariate risk theory (RePEc:hal:journl:hal-00750873)
by Elena Di Bernardino & Didier Rullière - Exploring or reducing noise? A global optimization algorithm in the presence of noise (RePEc:hal:journl:hal-00759677)
by Didier Rullière & Alaeddine Faleh & Frédéric Planchet & Wassim Youssef - On certain transformation of Archimedean copulas: Application to the non-parametric estimation of their generators (RePEc:hal:journl:hal-00834000)
by Elena Di Bernardino & Didier Rullière - Estimation of multivariate critical layers: Applications to rainfall data (RePEc:hal:journl:hal-00940089)
by Elena Di Bernardino & Didier Rullière - On tail dependence coefficients of transformed multivariate Archimedean copulas (RePEc:hal:journl:hal-00992707)
by Elena Di Bernardino & Didier Rullière - On a capital allocation by minimizing multivariate risk indicators (RePEc:hal:journl:hal-01082559)
by Véronique Maume-Deschamps & Didier Rullière & Khalil Said - On an asymmetric extension of multivariate Archimedean copulas based on quadratic form (RePEc:hal:journl:hal-01147778)
by Elena Di Bernardino & Didier Rullière - Impact of dependence on some multivariate risk indicators (RePEc:hal:journl:hal-01171395)
by Véronique Maume-Deschamps & Didier Rullière & Khalil Said - Kriging of financial term-structures (RePEc:hal:journl:hal-01206388)
by Areski Cousin & Hassan Maatouk & Didier Rullière - A note on upper-patched generators for Archimedean copulas (RePEc:hal:journl:hal-01347869)
by Elena Di Bernardino & Didier Rullière - Multivariate extensions of expectiles risk measures (RePEc:hal:journl:hal-01367277)
by Véronique Maume-Deschamps & Didier Rullière & Khalil Said - On a construction of multivariate distributions given some multidimensional marginals (RePEc:hal:journl:hal-01575169)
by Nabil Kazi-Tani & Didier Rullière - Gaussian processes for computer experiments (RePEc:hal:journl:hal-01665936)
by François Bachoc & Emile Contal & Hassan Maatouk & Didier Rullière - Extremes for multivariate expectiles (RePEc:hal:journl:hal-01923798)
by Véronique Maume-Deschamps & Didier Rullière & Khalil Said - Asymptotic Domination of Sample Maxima (RePEc:hal:journl:hal-02277020)
by Enkelejd Hashorva & Didier Rullière - Assessing clustering methods using Shannon's entropy (RePEc:hal:journl:hal-03812055)
by Anis Hoayek & Didier Rullière - Sur une classe de transformations itérées pour l'ajustement et la simulation stochastique (RePEc:hal:wpaper:hal-00395495)
by Alexis Bienvenüe & Didier Rullière - Un algorithme d'optimisation par exploration sélective (RePEc:hal:wpaper:hal-00411406)
by Didier Rullière & Alaeddine Faleh & Frédéric Planchet - A note on the computation of an actuarial Waring formula in the finite-exchangeable case (RePEc:hal:wpaper:hal-00557751)
by Areski Cousin & Diana Dorobantu & Didier Rullière - Agrégation d'informations et alternative au krigeage en environnement aléatoire (RePEc:hal:wpaper:hal-00575604)
by Pierre Ribereau & Didier Rullière - Distortions of multivariate risk measures: a level-sets based approach (RePEc:hal:wpaper:hal-00756387)
by Elena Di Bernardino & Didier Rullière - A risk management approach to capital allocation (RePEc:hal:wpaper:hal-01163180)
by Véronique Maume-Deschamps & Didier Rullière & Khalil Said - Estimation de la courbe d'actualisation par krigeage sous contraintes (RePEc:hal:wpaper:hal-01422365)
by Areski Cousin & Hassan Maatouk & Didier Rullière - Asymptotic Multivariate Expectiles (RePEc:hal:wpaper:hal-01509963)
by Véronique Maume-Deschamps & Didier Rullière & Khalil Said - Unknown item RePEc:hal:wpaper:hal-03276127 (paper)
- Iterative Adjustment of Survival Functions by Composed Probability Distortions (RePEc:pal:genrir:v:37:y:2012:i:2:p:156-179)
by Alexis Bienvenüe & Didier Rullière - Sampling large hyperplane-truncated multivariate normal distributions (RePEc:spr:compst:v:39:y:2024:i:4:d:10.1007_s00180-023-01416-7)
by Hassan Maatouk & Didier Rullière & Xavier Bay - Combination of optimization-free kriging models for high-dimensional problems (RePEc:spr:compst:v:39:y:2024:i:6:d:10.1007_s00180-023-01424-7)
by Tanguy Appriou & Didier Rullière & David Gaudrie - Impact of Dependence on Some Multivariate Risk Indicators (RePEc:spr:metcap:v:19:y:2017:i:2:d:10.1007_s11009-016-9489-4)
by Véronique Maume-Deschamps & Didier Rullière & Khalil Said - Spatial Expectile Predictions for Elliptical Random Fields (RePEc:spr:metcap:v:20:y:2018:i:2:d:10.1007_s11009-017-9583-2)
by V. Maume-Deschamps & D. Rullière & A. Usseglio-Carleve - An extension of Davis and Lo's contagion model (RePEc:taf:quantf:v:13:y:2013:i:3:p:407-420)
by Areski Cousin & Diana Dorobantu & Didier Rullière - On certain transformations of Archimedean copulas: Application to the non-parametric estimation of their generators (RePEc:vrs:demode:v:1:y:2013:i::p:1-36:n:1)
by Di Bernardino Elena & Rullière Didier - On an asymmetric extension of multivariate Archimedean copulas based on quadratic form (RePEc:vrs:demode:v:4:y:2016:i:1:p:20:n:19)
by Di Bernardino Elena & Rullière Didier - Multivariate extensions of expectiles risk measures (RePEc:vrs:demode:v:5:y:2017:i:1:p:20-44:n:2)
by Maume-Deschamps Véronique & Rullière Didier & Said Khalil