Didier Rullière

Available identifiers

zbMath Open rulliere.didierMaRDI QIDQ323574

List of research outcomes

Publication	Date of Publication	Type
Combination of optimization-free Kriging models for high-dimensional problems	2025-01-13	Paper
Assessing clustering methods using Shannon's entropy	2025-01-08	Paper
Sampling large hyperplane-truncated multivariate normal distributions	2024-09-02	Paper
Quantizing Rare Random Maps: Application to Flooding Visualization	2024-01-22	Paper
A note on simulating hyperplane-truncated multivariate normal distributions	2022-09-30	Paper
Properties and comparison of some kriging sub-model aggregation methods	2022-09-27	Paper
Estimation of multivariate generalized gamma convolutions through Laguerre expansions	2022-02-09	Paper
Dependence structure estimation using copula recursive trees	2021-08-05	Paper
Asymptotic domination of sample maxima	2020-04-29	Paper
On a construction of multivariate distributions given some multidimensional marginals	2019-12-09	Paper
Extremes for multivariate expectiles	2019-01-11	Paper
Spatial expectile predictions for elliptical random fields	2018-08-14	Paper
A note on upper-patched generators for Archimedean copulas	2018-08-07	Paper
On the estimation of Pareto fronts from the point of view of copula theory	2018-05-17	Paper
Nested kriging predictions for datasets with a large number of observations	2018-03-08	Paper
Gaussian processes for computer experiments	2018-03-07	Paper
On tail dependence coefficients of transformed multivariate Archimedean copulas	2018-02-19	Paper
Impact of dependence on some multivariate risk indicators	2017-08-14	Paper
Quantile predictions for elliptical random fields	2017-08-03	Paper
Multivariate extensions of expectiles risk measures	2017-03-16	Paper
On an asymmetric extension of multivariate Archimedean copulas based on quadratic form	2016-12-20	Paper
Kriging of financial term-structures	2016-10-07	Paper
On a capital allocation by minimization of some risk indicators	2016-08-22	Paper
https://portal.mardi4nfdi.de/entity/Q5262179	2015-07-13	Paper
A risk management approach to capital allocation	2015-06-12	Paper
On certain transformations of Archimedean copulas: Application to the non-parametric estimation of their generators	2014-05-21	Paper
Distortions of multivariate distribution functions and associated level curves: applications in multivariate risk theory	2014-04-15	Paper
An extension of Davis and Lo's contagion model	2014-02-08	Paper
Exploring or reducing noise? A global optimization algorithm in the presence of noise	2013-11-15	Paper
The density of a passage time for a renewal-reward process perturbed by a diffusion	2012-11-15	Paper
https://portal.mardi4nfdi.de/entity/Q2888089	2012-05-30	Paper
https://portal.mardi4nfdi.de/entity/Q2888095	2012-05-30	Paper
Convergence and asymptotic variance of bootstrapped finite-time ruin probabilities with partly shifted risk processes	2012-02-10	Paper
Robustness analysis and convergence of empirical finite-time ruin probabilities and estimation risk solvency margin	2009-01-28	Paper
The win-first probability under interest force	2006-03-08	Paper
Another look at the Picard--Lefèvre formula for finite-time ruin probabilities	2005-01-13	Paper
A link between wave governed random motions and ruin processes	2005-01-13	Paper

Research outcomes over time

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