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Talk on "Nested Kriging models for large data-sets
Didier Rullière
Oquaido Workshop Orléans, Nov 2017, Orléans, France
Communication dans un congrès
hal-02051425v1
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Bayesian analysis of constrained Gaussian processes
Hassan Maatouk
,
Didier Rullière
,
Xavier Bay
Bayesian Analysis, In press
Article dans une revue
hal-04084865v1
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Prédire la performance énergétique des bâtiments
Marc Grossouvre
,
Jonathan Villot
,
Didier Rullière
2023
Autre publication scientifique
hal-03945507v1
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Asymptotic Domination of Sample Maxima
Enkelejd Hashorva
,
Didier Rullière
Article dans une revue
hal-02277020v1
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Distortions of multivariate risk measures: a level-sets based approach
Elena Di Bernardino
,
Didier Rullière
2012
Pré-publication, Document de travail
hal-00756387v1
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Extremes for multivariate expectiles
Véronique Maume-Deschamps
,
Didier Rullière
,
Khalil Said
Statistics & Risk Modeling with Applications in Finance and Insurance, 2018, 35 (3-4), pp.111-140. ⟨10.1515/strm-2017-0014⟩
Article dans une revue
hal-01923798v1
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Talk on "A non-parametric estimator of Archimedean copulas generator
Didier Rullière
7th International Workshop on Applied Probability (IWAP 2014), Jun 2014, Antalya, Turkey
Communication dans un congrès
hal-02047669v1
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Sampling large hyperplane-truncated multivariate normal distributions
Hassan Maatouk
,
Didier Rullière
,
Xavier Bay
Article dans une revue
hal-03741860v2
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Estimation of multivariate generalized gamma convolutions through Laguerre expansions
Oskar Laverny
,
Esterina Masiello
,
Véronique Maume-Deschamps
,
Didier Rullière
Article dans une revue
hal-03160289v2
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Talk on "A non-parametric estimator of Archimedean copulas generator
Didier Rullière
6th International Conférence MAF 2014, Apr 2014, Vietri sul Mare, Italy
Communication dans un congrès
hal-02047683v1
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Talk on "On certain transformations of Archimedean copulas
Didier Rullière
Conférence COtemporary Topics in ACtuarial Sciences, Jun 2014, Besançon, France
Communication dans un congrès
hal-02047676v1
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Talk on "Nested Kriging models for large data-sets
Didier Rullière
Workshop on Statistics, Stochastics and Applications in Insurance and Finance, Oct 2017, Jena, Germany
Communication dans un congrès
hal-02047595v1
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On a construction of multivariate distributions given some multidimensional marginals
Nabil Kazi-Tani
,
Didier Rullière
Article dans une revue
hal-01575169v3
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An extension of Davis and Lo's contagion model
Didier Rullière
,
Diana Dorobantu
,
Areski Cousin
Article dans une revue
hal-00374367v2
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Bayesian Optimization For High-Dimensional Problems Using A Combination Of Kriging Surrogate Models
Tanguy Appriou
,
David Gaudrie
,
Didier Rullière
Journées Scientifiques du CIROQUO, Consortium en mathématiques appliquées CIROQUO, May 2023, Palaiseau, France
Communication dans un congrès
hal-04115494v1
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Sur une classe de transformations itérées pour l'ajustement et la simulation stochastique
Alexis Bienvenüe
,
Didier Rullière
2009
Pré-publication, Document de travail
hal-00395495v1
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Iterative Adjustment of Survival Functions by Composed Probability Distortions
Alexis Bienvenüe
,
Didier Rullière
Article dans une revue
hal-00665890v1
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Distortions of multivariate distribution functions and associated level curves: applications in multivariate risk theory
Elena Di Bernardino
,
Didier Rullière
Article dans une revue
hal-00750873v4
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Combination of Optimization-free Kriging Models for High-Dimensional Problems
Tanguy Appriou
,
Didier Rullière
,
David Gaudrie
Article dans une revue
hal-03812073v2
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Talk on "Tail dependence of distorted Archimedean Copulas
Didier Rullière
Salzburg workshop on dependence models and copulas, Sep 2016, Salzburg, Austria
Communication dans un congrès
hal-02047604v1
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Talk on "Krigeage et Big data.
Didier Rullière
Journée Oquaido, May 2016, Saint Etienne, France
Communication dans un congrès
hal-02047628v1
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Talk on "Non parametric estimation of Archimedean copulas and tail dependence
Didier Rullière
Séminaire Lyon Lausanne, Dec 2014, Lausanne, France
Communication dans un congrès
hal-02047662v1
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Talk on Nested Kriging models for large data-sets
Didier Rullière
9th International Workshop on Applied Probability, Jun 2018, Budapest, Hungary
Communication dans un congrès
hal-02047545v1
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Properties and comparison of some Kriging sub-model aggregation methods
François Bachoc
,
Nicolas Durrande
,
Didier Rullière
,
Clément Chevalier
Article dans une revue
hal-01561747v2
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Nested Kriging predictions for datasets with large number of observations
Didier Rullière
,
Nicolas Durrande
,
François Bachoc
,
Clément Chevalier
Article dans une revue
hal-01345959v3
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Augmented quantization : a general approach to mixture models
Charlie Sire
,
Rodolphe Le Riche
,
Didier Rullière
,
Jérémy Rohmer
,
Lucie Pheulpin
,
et al.
MASCOT-NUM2023, UQ@Paris-Saclay, Apr 2023, LE CROISIC, France
Communication dans un congrès
hal-03975978v1
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Expectile prediction through asymmetric kriging
Véronique Maume-Deschamps
,
Didier Rullière
,
Antoine Usseglio-Carleve
MASCOT NUM 2017 meeting, Mar 2017, Paris, France
Poster de conférence
hal-01492754v1
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Robustness analysis and convergence of empirical finite-time ruin probabilities and estimation risk solvency margin.
Stéphane Loisel
,
Christian Mazza
,
Didier Rullière
Article dans une revue
hal-00168714v1
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On a capital allocation by minimizing multivariate risk indicators
Véronique Maume-Deschamps
,
Didier Rullière
,
Khalil Said
European Actuarial Journal, 2016, 6 (1), pp.177-196
Article dans une revue
hal-01082559v1
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The win-first probability under interest force
Didier Rullière
,
Stéphane Loisel
Article dans une revue
hal-00165791v1
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