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Didier Rulli\`ere (SAF)

Identifiers

  • name variant Didier Rulli\`ere (SAF) 0.60 · backfill

Papers (5)

  1. Kriging of financial term-structures q-fin.CP · 2016 · author #5
  2. Impact of dependence on some multivariate risk indicators math.PR · 2015 · author #2
  3. A risk management approach to capital allocation q-fin.RM · 2015 · author #2
  4. Les G\'en\'erateurs de Sc\'enarios \'Economiques : quelle utilisation en assurance? q-fin.RM · 2009 · author #3
  5. An extension of Davis and Lo's contagion model q-fin.RM · 2009 · author #1

Mentions

  • 1507.01175 #2 · backfill · confidence 0.70 Didier Rulli\`ere (SAF)
  • 1506.04125 #2 · backfill · confidence 0.70 Didier Rulli\`ere (SAF)
  • 0911.3472 #3 · backfill · confidence 0.70 Didier Rulli\`ere (SAF)
  • 0904.1653 #1 · backfill · confidence 0.70 Didier Rulli\`ere (SAF)

Frequent Coauthors