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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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 maintienRullière, Didier ; Serant, DanielBulletin Français d'Actuariat, 1997-12, Vol.1 (2), p.97-114Institut des ActuairesSem texto completo |
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2 |
Material Type: Artigo
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Estimation de probabilités de changement d'état en présence de données incomplètes et applications actuariellesRullière, Didier ; Serant, DanielBulletin Français d'Actuariat, 1998-12, Vol.2 (3), p.71-88Institut des ActuairesSem texto completo |
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3 |
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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4 |
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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5 |
Material Type: Artigo
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The win-first probability under interest forceRullière, Didier ; Loisel, StéphaneInsurance, Mathematics & Economics, 2005-12, Vol.37 (3), p.421-442 [Periódico revisado por pares]Amsterdam: Elsevier B.VTexto completo disponível |
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6 |
Material Type: Artigo
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Robustness analysis and convergence of empirical finite-time ruin probabilities and estimation risk solvency marginLoisel, Stéphane ; Mazza, Christian ; Rullière, DidierInsurance, mathematics & economics, 2008-04, Vol.42 (2), p.746-762 [Periódico revisado por pares]Amsterdam: Elsevier B.VTexto completo disponível |
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7 |
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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8 |
Material Type: Capítulo de Livro
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On hyperbolic iterated distortions for the adjustment of survival functionsBienvenüe, Alexis ; Rullière, DidierMathematical and Statistical Methods for Actuarial Sciences and Finance, 2011, p.35-42Milano: Springer MilanTexto completo disponível |
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9 |
Material Type: Capítulo de Livro
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Valuation of portfolio loss derivatives in an infectious modelCousin, Areski ; Dorobantu, Diana ; Rullière, DidierMathematical and Statistical Methods for Actuarial Sciences and Finance, 2011, p.139-147Milano: Springer MilanTexto completo disponível |
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10 |
Material Type: Artigo
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Iterative Adjustment of Survival Functions by Composed Probability DistortionsBienvenüe, Alexis ; Rullière, DidierThe Geneva Risk and Insurance Review, 2012-09, Vol.37 (2), p.156-179 [Periódico revisado por pares]London: Palgrave MacmillanTexto completo disponível |