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1
A risk management approach to capital allocation
A risk management approach to capital allocation
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A risk management approach to capital allocation

Maume-Deschamps, Véronique ; Rullière, Didier ; Said, Khalil

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2
An extension of Davis and Lo's contagion model
An extension of Davis and Lo's contagion model
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An extension of Davis and Lo's contagion model

Cousin, Areski ; Dorobantu, Diana ; Rullière, Didier

Quantitative finance, 2013-03, Vol.13 (3), p.407-420 [Revista revisada por pares]

Bristol: Routledge

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3
Distortions of multivariate distribution functions and associated level curves: Applications in multivariate risk theory
Distortions of multivariate distribution functions and associated level curves: Applications in multivariate risk theory
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Distortions of multivariate distribution functions and associated level curves: Applications in multivariate risk theory

Di Bernardino, Elena ; Rullière, Didier

Insurance, mathematics & economics, 2013-07, Vol.53 (1), p.190-205 [Revista revisada por pares]

Amsterdam: Elsevier B.V

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4
Distortions of multivariate risk measures: a level-sets based approach
Distortions of multivariate risk measures: a level-sets based approach
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Distortions of multivariate risk measures: a level-sets based approach

Di Bernardino, Elena ; Rullière, Didier

Sin texto completo

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5
Iterative Adjustment of Survival Functions by Composed Probability Distortions
Iterative Adjustment of Survival Functions by Composed Probability Distortions
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Iterative Adjustment of Survival Functions by Composed Probability Distortions

Bienvenüe, Alexis ; Rullière, Didier

The Geneva Risk and Insurance Review, 2012-09, Vol.37 (2), p.156-179 [Revista revisada por pares]

London: Palgrave Macmillan

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6
On a capital allocation by minimizing multivariate risk indicators
On a capital allocation by minimizing multivariate risk indicators
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On a capital allocation by minimizing multivariate risk indicators

Maume-Deschamps, Véronique ; Rullière, Didier ; Said, Khalil

European actuarial journal, 2016, Vol.6 (1), p.177-196 [Revista revisada por pares]

Springer

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