skip to main content
Idioma:
Refinado por: assunto: Economics remover autor: Rullière, Didier remover
Result Number Material Type Add to My Shelf Action Record Details and Options
1
A link between wave governed random motions and ruin processes
A link between wave governed random motions and ruin processes
Material Type:
Artigo 		Adicionar ao Meu Espaço

A link between wave governed random motions and ruin processes

Mazza, Christian ; Rullière, Didier

Insurance, mathematics & economics, 2004-10, Vol.35 (2), p.205-222 [Periódico revisado por pares]

Amsterdam: Elsevier B.V

Texto completo disponível

Citações Citado por
2
An extension of Davis and Lo's contagion model
An extension of Davis and Lo's contagion model
Material Type:
Artigo 		Adicionar ao Meu Espaço

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 [Periódico revisado por pares]

Bristol: Routledge

Texto completo disponível

Citações Citado por
3
Another look at the Picard-Lefèvre formula for finite-time ruin probabilities
Another look at the Picard-Lefèvre formula for finite-time ruin probabilities
Material Type:
Artigo 		Adicionar ao Meu Espaço

Another look at the Picard-Lefèvre formula for finite-time ruin probabilities

Rullière, Didier ; Loisel, Stéphane

Insurance, mathematics & economics, 2004-10, Vol.35 (2), p.187-203 [Periódico revisado por pares]

Amsterdam: Elsevier B.V

Texto completo disponível

Citações Citado por
4
Convergence and asymptotic variance of bootstrapped finite-time ruin probabilities with partly shifted risk processes
Convergence and asymptotic variance of bootstrapped finite-time ruin probabilities with partly shifted risk processes
Material Type:
Artigo 		Adicionar ao Meu Espaço

Convergence and asymptotic variance of bootstrapped finite-time ruin probabilities with partly shifted risk processes

Loisel, Stéphane ; Mazza, Christian ; Rullière, Didier

Insurance, mathematics & economics, 2009-12, Vol.45 (3), p.374-381 [Periódico revisado por pares]

Amsterdam: Elsevier B.V

Texto completo disponível

Citações Citado por
5
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
Material Type:
Artigo 		Adicionar ao Meu Espaço

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 [Periódico revisado por pares]

Amsterdam: Elsevier B.V

Texto completo disponível

Citações Citado por
6
Iterative Adjustment of Survival Functions by Composed Probability Distortions
Iterative Adjustment of Survival Functions by Composed Probability Distortions
Material Type:
Artigo 		Adicionar ao Meu Espaço

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 [Periódico revisado por pares]

London: Palgrave Macmillan

Texto completo disponível

Citações Citado por
7
Robustness analysis and convergence of empirical finite-time ruin probabilities and estimation risk solvency margin
Robustness analysis and convergence of empirical finite-time ruin probabilities and estimation risk solvency margin
Material Type:
Artigo 		Adicionar ao Meu Espaço

Robustness analysis and convergence of empirical finite-time ruin probabilities and estimation risk solvency margin

Loisel, Stéphane ; Mazza, Christian ; Rullière, Didier

Insurance, mathematics & economics, 2008-04, Vol.42 (2), p.746-762 [Periódico revisado por pares]

Amsterdam: Elsevier B.V

Texto completo disponível

Citações Citado por
8
The win-first probability under interest force
The win-first probability under interest force
Material Type:
Artigo 		Adicionar ao Meu Espaço

The win-first probability under interest force

Rullière, Didier ; Loisel, Stéphane

Insurance, Mathematics & Economics, 2005-12, Vol.37 (3), p.421-442 [Periódico revisado por pares]

Amsterdam: Elsevier B.V

Texto completo disponível

Citações Citado por

Personalize Seus Resultados

  1. Editar

Refine Search Results

Expandir Meus Resultados

  1.   

  • Realização: ABCD-USP USP   Logos de Redes Sociais: Freepik

Buscando em bases de dados remotas. Favor aguardar.