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Didier Rulliere

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Personal Details

First Name:Didier
Middle Name:
Last Name:Rulliere
Suffix:
RePEc Short-ID:pru63
https://www.researchgate.net/profile/Didier_Rulliere
Lyon, France
http://isfa.univ-lyon1.fr/

: + 33 4 37 28 74 30
+33 4 37 28 76 32
50 avenue Tony Garnier, F-69700 Lyon
RePEc:edi:isly1fr (more details at EDIRC)
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  1. Elena Di Bernardino & Didier Rullière, 2016. "On tail dependence coefficients of transformed multivariate Archimedean copulas," Post-Print hal-00992707, HAL.
  2. Véronique Maume-Deschamps & Didier Rullière & Khalil Said, 2016. "On a capital allocation by minimization of some risk indicators," Post-Print hal-01282679, HAL.
  3. Areski Cousin & Hassan Maatouk & Didier Rullière, 2015. "Kriging of financial term-structures," Working Papers hal-01206388, HAL.
  4. V\'eronique Maume-Deschamps & Didier Rulli\`ere & Khalil Said, 2015. "Impact of dependence on some multivariate risk indicators," Papers 1507.01175, arXiv.org.
  5. Elena Di Bernardino & Didier Rullière, 2015. "Estimation of multivariate critical layers: Applications to rainfall data," Post-Print hal-00940089, HAL.
  6. V\'eronique Maume-Deschamps & Didier Rulli\`ere & Khalil Said, 2015. "A risk management approach to capital allocation," Papers 1506.04125, arXiv.org.
  7. Elena Di Bernardino & Didier Rullière, 2015. "On an asymmetric extension of multivariate Archimedean copulas," Working Papers hal-01147778, HAL.
  8. Véronique Maume-Deschamps & Didier Rullière & Khalil Said, 2014. "On capital allocation by minimizing multivariate risk indicators," Working Papers hal-01082559, HAL.
  9. Elena Di Bernardino & Didier Rullière, 2013. "Distortions of multivariate distribution functions and associated level curves: applications in multivariate risk theory," Post-Print hal-00750873, HAL.
  10. Didier Rullière & Alaeddine Faleh & Frédéric Planchet & Wassim Youssef, 2013. "Exploring or reducing noise? A global optimization algorithm in the presence of noise," Post-Print hal-00759677, HAL.
  11. Christophette Blanchet-Scalliet & Diana Dorobantu & Didier Rullière, 2013. "The density of the ruin time for a renewal-reward process perturbed by a diffusion," Post-Print hal-00625099, HAL.
  12. Elena Di Bernardino & Didier Rullière, 2013. "On certain transformation of Archimedean copulas: Application to the non-parametric estimation of their generators," Post-Print hal-00834000, HAL.
  13. Alexis Bienvenüe & Didier Rullière, 2012. "Iterative Adjustment of Survival Functions by Composed Probability Distortions," Post-Print hal-00665890, HAL.
  14. Elena Di Bernardino & Didier Rullière, 2012. "Distortions of multivariate risk measures: a level-sets based approach," Working Papers hal-00756387, HAL.
  15. Alexis Bienvenüe & Didier Rullière, 2011. "On hyperbolic iterated distortions for the adjustment of survival functions," Post-Print hal-00665349, HAL.
  16. Areski Cousin & Diana Dorobantu & Didier Rullière, 2011. "A note on the computation of an actuarial Waring formula in the finite-exchangeable case," Working Papers hal-00557751, HAL.
  17. Pierre Ribereau & Didier Rullière, 2011. "Agrégation d'informations et alternative au krigeage en environnement aléatoire," Working Papers hal-00575604, HAL.
  18. Areski Cousin & Diana Dorobantu & Didier Rullière, 2011. "Valuation of Portfolio Loss Derivatives in An Infectious Model," Post-Print hal-00665027, HAL.
  19. Alaeddine Faleh & Frédéric Planchet & Didier Rullière, 2010. "Les Générateurs de Scénarios Économiques : quelle utilisation en assurance ?," Post-Print hal-00433037, HAL.
  20. Alaeddine Faleh & Frédéric Planchet & Didier Rullière, 2010. "Les générateurs de Scénarios Économiques : de la conception à la mesure de la qualité," Post-Print hal-00530868, HAL.
  21. Alexis Bienvenüe & Didier Rullière, 2009. "Sur une classe de transformations itérées pour l'ajustement et la simulation stochastique," Working Papers hal-00395495, HAL.
  22. Didier Rullière & Alaeddine Faleh & Frédéric Planchet, 2009. "Un algorithme d'optimisation par exploration sélective," Working Papers hal-00411406, HAL.
  23. Alaeddine Faleh & Fr\'ed\'eric Planchet & Didier Rulli\`ere, 2009. "Les G\'en\'erateurs de Sc\'enarios \'Economiques : quelle utilisation en assurance?," Papers 0911.3472, arXiv.org.
  24. Didier Rulli\`ere & Diana Dorobantu & Areski Cousin, 2009. "An extension of Davis and Lo's contagion model," Papers 0904.1653, arXiv.org, revised Feb 2010.
  25. Stéphane Loisel & Christian Mazza & Didier Rullière, 2009. "Convergence and asymptotic variance of bootstrapped finite-time ruin probabilities with partly shifted risk processes," Post-Print hal-00168716, HAL.
  26. Stéphane Loisel & Christian Mazza & Didier Rullière, 2008. "Robustness analysis and convergence of empirical finite-time ruin probabilities and estimation risk solvency margin," Post-Print hal-00168714, HAL.
  27. Didier Rullière & Stéphane Loisel, 2005. "The win-first probability under interest force," Post-Print hal-00165791, HAL.
  28. Christian Mazza & Didier Rullière, 2004. "A link between wave governed random motions and ruin processes," Post-Print hal-00412977, HAL.
  29. Didier Rullière & Stéphane Loisel, 2004. "Another look at the Picard-Lefèvre formula for finite-time ruin probabilities," Post-Print hal-00379412, HAL.
  30. Didier Rullière & Daniel Serant, 1998. "Estimation de probabilités de changement d'état en présence de données incomplètes et applications actuarielles," Post-Print hal-00412983, HAL.
  31. Didier Rullière & Daniel Serant, 1997. "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," Post-Print hal-00412981, HAL.
  1. Cousin, Areski & Maatouk, Hassan & Rullière, Didier, 2016. "Kriging of financial term-structures," European Journal of Operational Research, Elsevier, vol. 255(2), pages 631-648.
  2. Di Bernardino Elena & Rullière Didier, 2013. "On certain transformations of Archimedean copulas: Application to the non-parametric estimation of their generators," Dependence Modeling, De Gruyter Open, vol. 1, pages 1-36, October.
  3. Di Bernardino, Elena & Rullière, Didier, 2013. "Distortions of multivariate distribution functions and associated level curves: Applications in multivariate risk theory," Insurance: Mathematics and Economics, Elsevier, vol. 53(1), pages 190-205.
  4. Areski Cousin & Diana Dorobantu & Didier Rullière, 2013. "An extension of Davis and Lo's contagion model," Quantitative Finance, Taylor & Francis Journals, vol. 13(3), pages 407-420, February.
  5. Alexis Bienvenüe & Didier Rullière, 2012. "Iterative Adjustment of Survival Functions by Composed Probability Distortions," The Geneva Risk and Insurance Review, Palgrave Macmillan, vol. 37(2), pages 156-179, September.
  6. Loisel, Stéphane & Mazza, Christian & Rullière, Didier, 2009. "Convergence and asymptotic variance of bootstrapped finite-time ruin probabilities with partly shifted risk processes," Insurance: Mathematics and Economics, Elsevier, vol. 45(3), pages 374-381, December.
  7. Loisel, Stéphane & Mazza, Christian & Rullière, Didier, 2008. "Robustness analysis and convergence of empirical finite-time ruin probabilities and estimation risk solvency margin," Insurance: Mathematics and Economics, Elsevier, vol. 42(2), pages 746-762, April.
  8. Rulliere, Didier & Loisel, Stephane, 2005. "The win-first probability under interest force," Insurance: Mathematics and Economics, Elsevier, vol. 37(3), pages 421-442, December.
  9. Rulliere, Didier & Loisel, Stephane, 2004. "Another look at the Picard-Lefevre formula for finite-time ruin probabilities," Insurance: Mathematics and Economics, Elsevier, vol. 35(2), pages 187-203, October.
  10. Mazza, Christian & Rulliere, Didier, 2004. "A link between wave governed random motions and ruin processes," Insurance: Mathematics and Economics, Elsevier, vol. 35(2), pages 205-222, October.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 22 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-RMG: Risk Management (11) 2007-09-16 2009-08-22 2009-09-26 2011-01-30 2013-06-30 2013-06-30 2015-06-20 2015-07-11 2015-08-25 2015-08-25 2016-03-23. Author is listed
  2. NEP-ECM: Econometrics (10) 2007-09-16 2007-09-16 2008-08-06 2013-06-30 2013-06-30 2013-11-02 2015-08-19 2015-08-25 2015-10-10 2016-03-23. Author is listed
  3. NEP-CMP: Computational Economics (3) 2009-09-26 2011-01-30 2013-06-30
  4. NEP-BAN: Banking (2) 2011-01-30 2013-06-30
  5. NEP-IAS: Insurance Economics (1) 2007-08-08
  6. NEP-ORE: Operations Research (1) 2013-06-30

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