Concepedia

Didier Rullière

DR

13

Publications

353

Citations

11

H-Index

2004

Active since

Affiliations

Université Claude Bernard Lyon 1(Current)

Mines Saint-Étienne

Conservatoire National des Arts et Métiers

Laboratoire d'Informatique, de Modélisation et d'Optimisation des Systèmes

Institut Camille Jordan

Didier Rullière is an author at Université Claude Bernard Lyon 1 specializing in engineering, statistics, and probability theory.

Top concepts

EngineeringStatisticsProbabilityBusinessFinanceRisk ManagementMultivariate AnalysisCopulasManagementCapital Structure

Publications per year

2004–2017

13

Publications

13

A link between wave governed random motions and ruin processes

Christian Mazza, Didier Rullière · Insurance Mathematics and Economics · 2004 · 61 citations

Engineering, Physics, Rogue Wave +5

Kriging of financial term-structures

Areski Cousin, Hassan Maatouk, Didier Rullière · European Journal of Operational Research · 2016 · 52 citations · Full text

Term Structure Model, Financial Economics, Computational Finance +6

Nested Kriging predictions for datasets with a large number of observations

Didier Rullière, Nicolas Durrande, François Bachoc et al. · Statistics and Computing · 2017 · 52 citations · Full text

Large Number, Machine Learning, Data Science +14

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

Didier Rullière, Stéphane Loisel · Insurance Mathematics and Economics · 2004 · 34 citations

Finite-time Ruin Probabilities, Probability Theory, Poisson Boundary +1

Multivariate extensions of expectiles risk measures

Véronique Maume‐Deschamps, Didier Rullière, Khalil Said · Dependence Modeling · 2017 · 32 citations · Full text

Multivariate Extensions, New Family, Engineering +10

Rows per page

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