# 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)

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)

- Véronique Maume-Deschamps & Didier Rullière & Khalil Said, 2016.
"
**On a capital allocation by minimization of some risk indicators**," Post-Print hal-01282679, HAL. - Elena Di Bernardino & Didier Rullière, 2016.
"
**On tail dependence coefficients of transformed multivariate Archimedean copulas**," Post-Print hal-00992707, HAL. - Elena Di Bernardino & Didier Rullière, 2015.
"
**On an asymmetric extension of multivariate Archimedean copulas**," Working Papers hal-01147778, HAL. - V\'eronique Maume-Deschamps & Didier Rulli\`ere & Khalil Said, 2015.
"
**A risk management approach to capital allocation**," Papers 1506.04125, arXiv.org.- Véronique Maume-Deschamps & Didier Rullière & Khalil Said, 2015.
"
**A risk management approach to capital allocation**," Working Papers hal-01163180, HAL.

- Véronique Maume-Deschamps & Didier Rullière & Khalil Said, 2015.
"
- Areski Cousin & Hassan Maatouk & Didier Rullière, 2015.
"
**Kriging of financial term-structures**," Working Papers hal-01206388, HAL.- Cousin, Areski & Maatouk, Hassan & Rullière, Didier, 2016.
"
**Kriging of financial term-structures**," European Journal of Operational Research, Elsevier, vol. 255(2), pages 631-648.

- Areski Cousin & Hassan Maatouk & Didier Rulli\`ere, 2016.
"
**Kriging of financial term-structures**," Papers 1604.02237, arXiv.org.

- Cousin, Areski & Maatouk, Hassan & Rullière, Didier, 2016.
"
- Elena Di Bernardino & Didier Rullière, 2015.
"
**Estimation of multivariate critical layers: Applications to rainfall data**," Post-Print hal-00940089, HAL. - V\'eronique Maume-Deschamps & Didier Rulli\`ere & Khalil Said, 2015.
"
**Impact of dependence on some multivariate risk indicators**," Papers 1507.01175, arXiv.org.- Véronique Maume-Deschamps & Didier Rullière & Khalil Said, 2016.
"
**Impact of dependence on some multivariate risk indicators**," Post-Print hal-01171395, HAL.

- Véronique Maume-Deschamps & Didier Rullière & Khalil Said, 2016.
"
- Véronique Maume-Deschamps & Didier Rullière & Khalil Said, 2014.
"
**On capital allocation by minimizing multivariate risk indicators**," Working Papers hal-01082559, HAL. - 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.- 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.

- Di Bernardino, Elena & Rullière, Didier, 2013.
"
- 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. - 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.- 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.

- Di Bernardino Elena & Rullière Didier, 2013.
"
- 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. - Elena Di Bernardino & Didier Rullière, 2012.
"
**Distortions of multivariate risk measures: a level-sets based approach**," Working Papers hal-00756387, HAL. - Alexis Bienvenüe & Didier Rullière, 2012.
"
**Iterative Adjustment of Survival Functions by Composed Probability Distortions**," Post-Print hal-00665890, HAL.- 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.

- Alexis Bienvenüe & Didier Rullière, 2012.
"
- 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. - Alexis Bienvenüe & Didier Rullière, 2011.
"
**On hyperbolic iterated distortions for the adjustment of survival functions**," Post-Print hal-00665349, HAL. - Pierre Ribereau & Didier Rullière, 2011.
"
**Agrégation d'informations et alternative au krigeage en environnement aléatoire**," Working Papers hal-00575604, HAL. - Areski Cousin & Diana Dorobantu & Didier Rullière, 2011.
"
**Valuation of Portfolio Loss Derivatives in An Infectious Model**," Post-Print hal-00665027, HAL. - 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. - Alaeddine Faleh & Frédéric Planchet & Didier Rullière, 2010.
"
**Les Générateurs de Scénarios Économiques : quelle utilisation en assurance ?**," Post-Print hal-00433037, HAL. - Didier Rullière & Alaeddine Faleh & Frédéric Planchet, 2009.
"
**Un algorithme d'optimisation par exploration sélective**," Working Papers hal-00411406, HAL. - 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.- 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.

- Didier Rullière & Diana Dorobantu & Areski Cousin, 2013.
"
**An extension of Davis and Lo's contagion model**," Post-Print hal-00374367, HAL.

- Areski Cousin & Diana Dorobantu & Didier Rullière, 2013.
"
- 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. - Alexis Bienvenüe & Didier Rullière, 2009.
"
**Sur une classe de transformations itérées pour l'ajustement et la simulation stochastique**," Working Papers hal-00395495, HAL. - 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.- 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.

- Stéphane Loisel, 2007.
"
**Convergence and asymptotic variance of bootstrapped finite-time ruin probabilities with partly shifted risk processes**," Post-Print hal-00397269, HAL.

- Loisel, Stéphane & Mazza, Christian & Rullière, Didier, 2009.
"
- 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.- 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.

- Loisel, Stéphane & Mazza, Christian & Rullière, Didier, 2008.
"
- Didier Rullière & Stéphane Loisel, 2005.
"
**The win-first probability under interest force**," Post-Print hal-00165791, HAL.- Rulliere, Didier & Loisel, Stephane, 2005.
"
**The win-first probability under interest force**," Insurance: Mathematics and Economics, Elsevier, vol. 37(3), pages 421-442, December.

- Rulliere, Didier & Loisel, Stephane, 2005.
"
- Christian Mazza & Didier Rullière, 2004.
"
**A link between wave governed random motions and ruin processes**," Post-Print hal-00412977, HAL.- 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.

- Mazza, Christian & Rulliere, Didier, 2004.
"
- Didier Rullière & Stéphane Loisel, 2004.
"
**Another look at the Picard-Lefèvre formula for finite-time ruin probabilities**," Post-Print hal-00379412, HAL.- 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.

- Rulliere, Didier & Loisel, Stephane, 2004.
"
- 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. - 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.

- Cousin, Areski & Maatouk, Hassan & Rullière, Didier, 2016.
"
**Kriging of financial term-structures**," European Journal of Operational Research, Elsevier, vol. 255(2), pages 631-648.- Areski Cousin & Hassan Maatouk & Didier Rulli\`ere, 2016.
"
**Kriging of financial term-structures**," Papers 1604.02237, arXiv.org. - Areski Cousin & Hassan Maatouk & Didier Rullière, 2015.
"
**Kriging of financial term-structures**," Working Papers hal-01206388, HAL.

- Areski Cousin & Hassan Maatouk & Didier Rulli\`ere, 2016.
"
- 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.- 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. - Didier Rullière & Diana Dorobantu & Areski Cousin, 2013.
"
**An extension of Davis and Lo's contagion model**," Post-Print hal-00374367, HAL.

- Didier Rulli\`ere & Diana Dorobantu & Areski Cousin, 2009.
"
- 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.- 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.

- Elena Di Bernardino & Didier Rullière, 2013.
"
- 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.- 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.

- Elena Di Bernardino & Didier Rullière, 2013.
"
- 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.- Alexis Bienvenüe & Didier Rullière, 2012.
"
**Iterative Adjustment of Survival Functions by Composed Probability Distortions**," Post-Print hal-00665890, HAL.

- Alexis Bienvenüe & Didier Rullière, 2012.
"
- Loisel, Stéphane & Mazza, Christian & Rullière, Didier, 2009.
"
- Stéphane Loisel, 2007.
"
- Stéphane Loisel & Christian Mazza & Didier Rullière, 2009.
"

- Stéphane Loisel, 2007.
"
- 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.- Stéphane Loisel & Christian Mazza & Didier Rullière, 2008.
"

- Stéphane Loisel & Christian Mazza & Didier Rullière, 2008.
"
- Rulliere, Didier & Loisel, Stephane, 2005.
"
**The win-first probability under interest force**," Insurance: Mathematics and Economics, Elsevier, vol. 37(3), pages 421-442, December.- Didier Rullière & Stéphane Loisel, 2005.
"
**The win-first probability under interest force**," Post-Print hal-00165791, HAL.

- Didier Rullière & Stéphane Loisel, 2005.
"
- 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.- Christian Mazza & Didier Rullière, 2004.
"
**A link between wave governed random motions and ruin processes**," Post-Print hal-00412977, HAL.

- Christian Mazza & Didier Rullière, 2004.
"
- 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.- Didier Rullière & Stéphane Loisel, 2004.
"
**Another look at the Picard-Lefèvre formula for finite-time ruin probabilities**," Post-Print hal-00379412, HAL.

- Didier Rullière & Stéphane Loisel, 2004.
"

22 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):

- NEP-BAN: Banking (2) 2011-01-30 2013-06-30
- NEP-CMP: Computational Economics (3) 2009-09-26 2011-01-30 2013-06-30
- 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
- NEP-IAS: Insurance Economics (1) 2007-08-08
- NEP-ORE: Operations Research (1) 2013-06-30
- 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

#### Most cited item

- Didier Rullière & Stéphane Loisel, 2004.
"
**Another look at the Picard-Lefèvre formula for finite-time ruin probabilities**," Post-Print hal-00379412, HAL.

#### Most downloaded item (past 12 months)

- Areski Cousin & Hassan Maatouk & Didier Rullière, 2015.
"
**Kriging of financial term-structures**," Working Papers hal-01206388, HAL.

#### Access and download statistics for all items

#### Co-authorship network on CollEc

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