Result Number | Material Type | Add to My Shelf Action | Record Details and Options |
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1 |
Material Type: Artigo
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A link between wave governed random motions and ruin processesMazza, Christian ; Rullière, DidierInsurance, mathematics & economics, 2004-10, Vol.35 (2), p.205-222 [Periódico revisado por pares]Amsterdam: Elsevier B.VTexto completo disponível |
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2 |
Material Type: Artigo
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A note on the computation of an actuarial Waring formula in the finite-exchangeable caseCousin, Areski ; Dorobantu, Diana ; Rullière, DidierSem texto completo |
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3 |
Material Type: Artigo
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Agrégation d'informations et alternative au krigeage en environnement aléatoireRibereau, Pierre ; Rullière, DidierSem texto completo |
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4 |
Material Type: Artigo
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An extension of Davis and Lo's contagion modelCousin, Areski ; Dorobantu, Diana ; Rullière, DidierQuantitative finance, 2013-03, Vol.13 (3), p.407-420 [Periódico revisado por pares]Bristol: RoutledgeTexto completo disponível |
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5 |
Material Type: Artigo
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Another look at the Picard-Lefèvre formula for finite-time ruin probabilitiesRullière, Didier ; Loisel, StéphaneInsurance, mathematics & economics, 2004-10, Vol.35 (2), p.187-203 [Periódico revisado por pares]Amsterdam: Elsevier B.VTexto completo disponível |
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6 |
Material Type: Artigo
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Assessing clustering methods using Shannon's entropyHoayek, Anis ; Rullière, DidierSem texto completo |
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7 |
Material Type: Artigo
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Asymptotic domination of sample maximaHashorva, Enkelejd ; Rullière, DidierStatistics & probability letters, 2020-05, Vol.160 (108703), p.108703, Article 108703 [Periódico revisado por pares]Elsevier B.VTexto completo disponível |
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8 |
Material Type: Artigo
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Convergence and asymptotic variance of bootstrapped finite-time ruin probabilities with partly shifted risk processesLoisel, Stéphane ; Mazza, Christian ; Rullière, DidierInsurance, mathematics & economics, 2009-12, Vol.45 (3), p.374-381 [Periódico revisado por pares]Amsterdam: Elsevier B.VTexto completo disponível |
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9 |
Material Type: Artigo
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Distortions of multivariate distribution functions and associated level curves: Applications in multivariate risk theoryDi Bernardino, Elena ; Rullière, DidierInsurance, mathematics & economics, 2013-07, Vol.53 (1), p.190-205 [Periódico revisado por pares]Amsterdam: Elsevier B.VTexto completo disponível |
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10 |
Material Type: Artigo
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Distortions of multivariate risk measures: a level-sets based approachDi Bernardino, Elena ; Rullière, DidierSem texto completo |