Didier Rullière

Professeur
104
Documents
Affiliations actuelles
  • École des Mines de Saint-Étienne (Mines Saint-Étienne MSE)
  • Département Génie mathématique et industriel (FAYOL-ENSMSE)
  • Laboratoire d'Informatique, de Modélisation et d'Optimisation des Systèmes (LIMOS)
  • Institut Henri Fayol (FAYOL-ENSMSE)
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Publications

Image document

Large-scale constrained Gaussian processes for shape-restricted function estimation

Hassan Maatouk , Didier Rullière , Xavier Bay
Statistics and Computing, In press, 35 (7), https://rdcu.be/d1V8H. ⟨10.1007/s11222-024-10541-2⟩
Article dans une revue hal-04348962 v2
Image document

Enhancing buildings' energy efficiency prediction through advanced data fusion and fuzzy classification

Marc Grossouvre , Didier Rullière , Jonathan Villot
Energy and Buildings, 2024, 313, pp.114243. ⟨10.1016/j.enbuild.2024.114243⟩
Article dans une revue hal-04525194 v1
Image document

Sampling large hyperplane-truncated multivariate normal distributions

Hassan Maatouk , Didier Rullière , Xavier Bay
Computational Statistics, 2024, 39, pp.1779-1806. ⟨10.1007/s00180-023-01416-7⟩
Article dans une revue hal-03741860 v2
Image document

Bayesian analysis of constrained Gaussian processes

Hassan Maatouk , Didier Rullière , Xavier Bay
Bayesian Analysis, In press, ⟨10.1214/24-BA1429⟩
Article dans une revue hal-04084865 v1
Image document

Predicting missing Energy Performance Certificates: Spatial interpolation of mixture distributions

Marc Grossouvre , Didier Rullière , Jonathan Villot
Energy and IA, 2024, 16, pp.100339. ⟨10.1016/j.egyai.2024.100339⟩
Article dans une revue hal-03276127 v4
Image document

High-dimensional Bayesian Optimization with a Combination of Kriging models

Tanguy Appriou , Didier Rullière , David Gaudrie
Structural and Multidisciplinary Optimization, 2024, 67 (11), pp.196. ⟨10.1007/s00158-024-03906-8⟩
Article dans une revue hal-04477236 v2
Image document

Assessing clustering methods using Shannon's entropy

Anis Hoayek , Didier Rullière
Information Sciences, 2024, 689, pp.121510. ⟨10.1016/j.ins.2024.121510⟩
Article dans une revue hal-03812055 v2
Image document

Combination of Optimization-free Kriging Models for High-Dimensional Problems

Tanguy Appriou , Didier Rullière , David Gaudrie
Computational Statistics, 2024, 39, pp.3049-3071. ⟨10.1007/s00180-023-01424-7⟩
Article dans une revue hal-03812073 v2
Image document

Mixture kriging for granular data: The case of energy performance certificate prediction

Marc Grossouvre , Didier Rullière , Jonathan Villot
Science Talks, 2023, 8, pp.100279. ⟨10.1016/j.sctalk.2023.100279⟩
Article dans une revue hal-04265703 v1
Image document

Quantizing rare random maps: application to flooding visualization

Charlie Sire , Rodolphe Le Riche , Didier Rullière , Jérémy Rohmer , Lucie Pheulpin et al.
Journal of Computational and Graphical Statistics, 2023, 32 (4), pp.1556-1571. ⟨10.1080/10618600.2023.2203764⟩
Article dans une revue hal-03752365 v1
Image document

Properties and comparison of some Kriging sub-model aggregation methods

François Bachoc , Nicolas Durrande , Didier Rullière , Clément Chevalier
Mathematical Geosciences, 2022, 54, pp.941--977. ⟨10.1007/s11004-021-09986-2⟩
Article dans une revue hal-01561747 v2
Image document

A note on simulating hyperplane-truncated multivariate normal distributions

Hassan Maatouk , Xavier Bay , Didier Rullière
Statistics and Probability Letters, 2022, 191, pp.109650. ⟨10.1016/j.spl.2022.109650⟩
Article dans une revue hal-03581252 v2
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Estimation of multivariate generalized gamma convolutions through Laguerre expansions

Oskar Laverny , Esterina Masiello , Véronique Maume-Deschamps , Didier Rullière
Electronic Journal of Statistics , 2021, 15 (2), pp.5158-5202. ⟨10.1214/21-EJS1918⟩
Article dans une revue hal-03160289 v2
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Dependence structure estimation using Copula Recursive Trees

Oskar Laverny , Esterina Masiello , Véronique Maume-Deschamps , Didier Rullière
Journal of Multivariate Analysis, 2021, 185, ⟨10.1016/j.jmva.2021.104776⟩
Article dans une revue hal-02566527 v2
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Asymptotic Domination of Sample Maxima

Enkelejd Hashorva , Didier Rullière
Statistics and Probability Letters, 2020, 160 (108703), ⟨10.1016/j.spl.2020.108703⟩
Article dans une revue hal-02277020 v1
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On a construction of multivariate distributions given some multidimensional marginals

Nabil Kazi-Tani , Didier Rullière
Advances in Applied Probability, 2019, 51 (2), pp.487-513. ⟨10.1017/apr.2019.14⟩
Article dans une revue hal-01575169 v3
Image document

Nested Kriging predictions for datasets with large number of observations

Didier Rullière , Nicolas Durrande , François Bachoc , Clément Chevalier
Statistics and Computing, 2018, 28 (4), pp.849-867. ⟨10.1007/s11222-017-9766-2⟩
Article dans une revue hal-01345959 v3
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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-01923798 v1
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Spatial Expectile Predictions for Elliptical Random Fields

Véronique Maume-Deschamps , Didier Rullière , Antoine Usseglio-Carleve
Methodology and Computing in Applied Probability, 2018, 20 (2), pp.643-671. ⟨10.1007/s11009-017-9583-2⟩
Article dans une revue hal-01399093 v2
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Impact of dependence on some multivariate risk indicators

Véronique Maume-Deschamps , Didier Rullière , Khalil Said
Methodology and Computing in Applied Probability, 2017, 19, pp.395-427. ⟨10.1007/s11009-016-9489-4⟩
Article dans une revue hal-01171395 v1
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Multivariate extensions of expectiles risk measures

Véronique Maume-Deschamps , Didier Rullière , Khalil Said
Dependence Modeling, 2017, 5 (1), pp.20--44. ⟨doi:10.1515/demo-2017-0002⟩
Article dans une revue hal-01367277 v2
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Spatial Quantile Predictions for Elliptical Random Fields

Véronique Maume-Deschamps , Didier Rullière , Antoine Usseglio-Carleve
Journal of Multivariate Analysis, 2017, 159, pp.1-17. ⟨10.1016/j.jmva.2017.04.007⟩
Article dans une revue hal-01339520 v4
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A note on upper-patched generators for Archimedean copulas

Elena Di Bernardino , Didier Rullière
ESAIM: Probability and Statistics, 2017, ⟨10.1051/ps/2017003⟩
Article dans une revue hal-01347869 v2
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Gaussian processes for computer experiments

François Bachoc , Emile Contal , Hassan Maatouk , Didier Rullière
ESAIM: Proceedings and Surveys, 2017, 60, pp.163-179. ⟨10.1051/proc/201760163⟩
Article dans une revue hal-01665936 v1
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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. ⟨10.1007/s13385-016-0123-1⟩
Article dans une revue hal-01082559 v1
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On tail dependence coefficients of transformed multivariate Archimedean copulas

Elena Di Bernardino , Didier Rullière
Fuzzy Sets and Systems, 2016, 284, pp.89--112. ⟨10.1016/j.fss.2015.08.030⟩
Article dans une revue hal-00992707 v2
Image document

Kriging of financial term-structures

Areski Cousin , Hassan Maatouk , Didier Rullière
European Journal of Operational Research, 2016, 255 (2), pp.631-648. ⟨10.1016/j.ejor.2016.05.057⟩
Article dans une revue hal-01206388 v2
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On an asymmetric extension of multivariate Archimedean copulas based on quadratic form

Elena Di Bernardino , Didier Rullière
Dependence Modeling, 2016, Special Issue: Recent Developments in Quantitative Risk Management, 4 (1), pp.328-347. ⟨10.1515/demo-2016-0019⟩
Article dans une revue hal-01147778 v2
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On the estimation of Pareto fronts from the point of view of copula theory

Mickaël Binois , Didier Rullière , Olivier Roustant
Information Sciences, 2015, 324, pp.270 - 285. ⟨10.1016/j.ins.2015.06.037⟩
Article dans une revue hal-01097403 v2
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Estimation of multivariate critical layers: Applications to rainfall data

Elena Di Bernardino , Didier Rullière
Journal de la Société Française de Statistique, 2015, 156 (1), pp. 11-50
Article dans une revue hal-00940089 v3
Image document

The density of the ruin time for a renewal-reward process perturbed by a diffusion

Christophette Blanchet-Scalliet , Diana Dorobantu , Didier Rullière
Applied Mathematics Letters, 2013, 26 (1), http://dx.doi.org/10.1016/j.aml.2012.04.003. ⟨10.1016/j.aml.2012.04.003⟩
Article dans une revue hal-00625099 v3
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An extension of Davis and Lo's contagion model

Didier Rullière , Diana Dorobantu , Areski Cousin
Quantitative Finance, 2013, 13 (3), pp.407-420. ⟨10.1080/14697688.2012.727015⟩
Article dans une revue hal-00374367 v2
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Distortions of multivariate distribution functions and associated level curves: applications in multivariate risk theory

Elena Di Bernardino , Didier Rullière
Insurance: Mathematics and Economics, 2013, 53, pp.190-205. ⟨10.1016/j.insmatheco.2013.05.001⟩
Article dans une revue hal-00750873 v4
Image document

On certain transformation of Archimedean copulas: Application to the non-parametric estimation of their generators

Elena Di Bernardino , Didier Rullière
Dependence Modeling, 2013, 1, pp.Pages 1-36, ISSN (Online) 2300-2298. ⟨10.2478/demo-2013-0001⟩
Article dans une revue hal-00834000 v3
Image document

Exploring or reducing noise? A global optimization algorithm in the presence of noise

Didier Rullière , Alaeddine Faleh , Frédéric Planchet , Wassim Youssef
Structural and Multidisciplinary Optimization, 2013, 47 (6), pp.921-936. ⟨10.1007/s00158-012-0874-5⟩
Article dans une revue istex hal-00759677 v1
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Iterative Adjustment of Survival Functions by Composed Probability Distortions

Alexis Bienvenüe , Didier Rullière
The Geneva Risk and Insurance Review, 2012, 37 (2), pp.156-179. ⟨10.1057/grir.2011.7⟩
Article dans une revue hal-00665890 v1
Image document

Les Générateurs de Scénarios Économiques : quelle utilisation en assurance ?

Alaeddine Faleh , Frédéric Planchet , Didier Rullière
Assurance et Gestion des Risques, 2010, 78 (1-2), pp.31
Article dans une revue hal-00433037 v1
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Les générateurs de Scénarios Économiques : de la conception à la mesure de la qualité

Alaeddine Faleh , Frédéric Planchet , Didier Rullière
Assurances et gestion des risques, 2010, 78 (1), pp.1-30
Article dans une revue hal-00530868 v1
Image document

Convergence and asymptotic variance of bootstrapped finite-time ruin probabilities with partly shifted risk processes.

Stéphane Loisel , Christian Mazza , Didier Rullière
Insurance: Mathematics and Economics, 2009, 45 (3), pp.374-381. ⟨10.1016/j.insmatheco.2009.08.003⟩
Article dans une revue hal-00168716 v1
Image document

Robustness analysis and convergence of empirical finite-time ruin probabilities and estimation risk solvency margin.

Stéphane Loisel , Christian Mazza , Didier Rullière
Insurance: Mathematics and Economics, 2008, 42 (2), pp.746-762. ⟨10.1016/j.insmatheco.2007.08.007⟩
Article dans une revue hal-00168714 v1
Image document

The win-first probability under interest force

Didier Rullière , Stéphane Loisel
Insurance: Mathematics and Economics, 2005, 37 (3), pp.421-442. ⟨10.1016/j.insmatheco.2005.06.004⟩
Article dans une revue hal-00165791 v1

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

Didier Rullière , Stéphane Loisel
Insurance: Mathematics and Economics, 2004, 35 (2), pp.187-203
Article dans une revue hal-00379412 v1

A link between wave governed random motions and ruin processes

Christian Mazza , Didier Rullière
Insurance: Mathematics and Economics, 2004, 35 (2), pp.205-222. ⟨10.1016/j.insmatheco.2004.07.014⟩
Article dans une revue istex hal-00412977 v1

Estimation de probabilités de changement d'état en présence de données incomplètes et applications actuarielles

Didier Rullière , Daniel Serant
Bulletin Français d'Actuariat, 1998, 2 (3), pp.71-88
Article dans une revue hal-00412983 v1

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 maintien.

Didier Rullière , Daniel Serant
Bulletin Français d'Actuariat, 1997, 1 (2), pp.97-114
Article dans une revue hal-00412981 v1

Some considerations on Kriging, Constraints and Classification

Didier Rullière , Marc Grossouvre
Journées de statistique et optimisation en Occitanie (JS2O), Apr 2025, Perpignan, France
Communication dans un congrès hal-05033241 v1
Image document

Augmented Quantization: a General Approach to Mixture Models

Charlie Sire , Rodolphe Le Riche , Didier Rullière , Jérémy Rohmer , Lucie Pheulpin et al.
UQ 2024 - SIAM Conference on Uncertainty Quantification, Society for Industrial and Applied Mathematics, Feb 2024, Trieste, Italy
Communication dans un congrès hal-04527349 v1

What geostatistical model for uncertainly geolocated Energy Performance Certificates (EPC)?

Marc Grossouvre , Didier Rullière
Spatial Statistics 2023: Climate and the Environment, Alfred Stein; Christopher Wikle, Jul 2023, Boulder (Co), United States
Communication dans un congrès hal-04890962 v1

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-03975978 v1

Quelle géostatistique pour des Diagnostics de Performance Energétique (DPE) à la localisation incertaine ?

Marc Grossouvre , Didier Rullière
Rencontres R 2023, Société Française de Statistique, Jun 2023, Avignon, France
Communication dans un congrès hal-04890984 v1

On Multi-Output Kriging and Constrained Classification

Didier Rullière , Marc Grossouvre
Séminaire Statistique LMA, Oct 2023, Avignon (FR), France
Communication dans un congrès hal-04227155 v1
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On Gaussian Processes for Spatial Modeling and Optimization

Didier Rullière , Rodolphe Le Riche
Joint HUST-LIMOS online Workshop on Operations Research, AI and Networks (ORAIN 2023), May 2023, Clermont - Ferrand, France
Communication dans un congrès hal-04208916 v1

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-04115494 v1
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About spatial interpolation using mixture distributions for predicting Energy Performance Certificate

Marc Grossouvre , Didier Rullière , Jonathan Villot
54es Journées de Statistique la Société Française de Statistique (SFdS), Jul 2023, Bruxelles, Belgium
Communication dans un congrès emse-04158342 v1

Quantization applied to the visualization of low-probability flooding events

Charlie Sire , R. Le Riche , D. Rulliere , Jérémy Rohmer , L. Pheulpin et al.
SIAM UQ22 - Siam Conference on Uncertainty Quantification, Society for Industrial and Applied Mathematics, Apr 2022, ATLANTA, United States
Communication dans un congrès hal-03914853 v1

Robust inversion under uncertainty for flooding risk analysis

Charlie Sire , Yann Richet , Lucie Pheulpin , Jérémy Rohmer , Rodolphe Le Riche et al.
SIAM Conference on Uncertainty Quantification (UQ22), Society for Industrial and Applied Mathematics, Apr 2022, Atlanta, GA, United States
Communication dans un congrès hal-04066834 v1

Quantization applied to the visualization of low-probability flooding events

Charlie Sire , Rodolphe Le Riche , Didier Rullière , Jérémy Rohmer , Lucie Pheulpin et al.
The 8th European Congress on Computational Methods in Applied Sciences and Engineering (ECCOMAS 2022), Jun 2022, Oslo, Norway
Communication dans un congrès emse-03720115 v1
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Robust inversion under uncertainty for risk analysis – application to the failure of defences against flooding

Charlie Sire , Rodolphe Le Riche , Didier Rulliere , Lucie Pheulpin , Yann Richet
MASCOT 21 Meeting, GDR, 2021, AUSSOIS, France
Communication dans un congrès hal-03739587 v1

Robust inversion for risk analysis – application to the failure of defences against floodin

Charlie Sire , Yann Richet , Jeremy Rohmer , Rodolphe Le Riche , Didier Rullière et al.
4th International Conference on Uncertainty Quantification in Computational Sciences and Engineering (UNCECOMP 2021), Jun 2021, Athens, Greece
Communication dans un congrès emse-03313456 v1

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-02047545 v1

Talk on "paquet R nestedKriging

Didier Rullière
R Workshop, Jan 2018, Saint Etienne, France
Communication dans un congrès hal-02047572 v1

Talk on “On aggregation of submodels with a large number of observations” based on a joint work with Nicolas Durrande, François Bachoc, Clément Chevalier

Didier Rullière
Séminaire Lyon Le Mans, Nov 2018, Lyon, France
Communication dans un congrès hal-02047539 v1

Talk on "On some transformations of Archimedean copulas

Didier Rullière
VIASM, Aug 2017, Hanoi, Vietnam
Communication dans un congrès hal-02047601 v1

Talk on "Nested Kriging models for large data-sets

Didier Rullière
Oquaido Workshop Orléans, Nov 2017, Orléans, France
Communication dans un congrès hal-02051425 v1

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-02047595 v1

Talk on "Nested Kriging models for large datasets

Didier Rullière
Journée MAS, Aug 2016, Grenoble, France
Communication dans un congrès hal-02047614 v1

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-02047604 v1

Talk on "Krigeage et Big data.

Didier Rullière
Journée Oquaido, May 2016, Saint Etienne, France
Communication dans un congrès hal-02047628 v1

Talk on "Estimation of multivariate critical layers: Applications to rainfall data

Didier Rullière
Beijing summer school, risk measure and optimization in finance and insurance, Jun 2015, Pékin, China
Communication dans un congrès hal-02047634 v1

Talk on "On Nested Kriging models

Didier Rullière
Séminaire du département de mathématiques, May 2015, Fribourg, Switzerland
Communication dans un congrès hal-02051422 v1

Talk on "Non parametric estimation of Archimedean copulas and tail dependence

Didier Rullière
Séminaire CNAM, Feb 2015, Paris, France
Communication dans un congrès hal-02047658 v1

Application des copules à l'estimation de fronts de Pareto

Mickaël Binois , Didier Rullière , Olivier Roustant
47èmes Journées de Statistique de la SFdS, Société Française de Statistique, Jun 2015, Lille, France
Communication dans un congrès emse-01152513 v1

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-02047669 v1

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-02047662 v1

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-02047683 v1

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-02047676 v1

The density of a passage time for a renewal-reward process perturbed by a diffusion

Christophette Blanchet-Scalliet , Diana Dorobantu , Didier Rullière
the 8th world congress in Probability and Statistics, Jul 2012, Istanbul, Turkey
Communication dans un congrès hal-00727690 v1

The density of the ruin time for a mixed process (Brownian motion and renewal-reward process)

Christophette Blanchet-Scalliet , Diana Dorobantu , Didier Rullière
Les journées de Probabilités 2011, Jun 2011, Nancy, France
Communication dans un congrès hal-00603651 v1
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Large scale Gaussian processes with Matheron's update rule and Karhunen-Loève expansion

Hassan Maatouk , Didier Rullière , Xavier Bay
MCQMC 2022, Jul 2022, Linz (AUSTRIA), France. 460, pp.469--487, 2024, 978-3-031-59761-9. ⟨10.1007/978-3-031-59762-6_23⟩
Proceedings/Recueil des communications hal-03909542 v2
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Efficient Bayesian Linear Models for a Large Number of Observations

Hassan Maatouk , Didier Rullière , Xavier Bay
Functional Statistics and Related Fields, In press
Chapitre d'ouvrage hal-04890715 v2

On hyperbolic iterated distortions for the adjustment of survival functions

Alexis Bienvenüe , Didier Rullière
Perna, Cira; Sibillo, Marilena. Mathematical and Statistical Methods for Actuarial Sciences and Finance, Springer, pp.35-42, 2011, ⟨10.1007/978-88-470-2342-0_5⟩
Chapitre d'ouvrage istex hal-00665349 v1

Valuation of Portfolio Loss Derivatives in An Infectious Model

Areski Cousin , Diana Dorobantu , Didier Rullière
Perna, Cira; Sibillo, Marilena. Mathematical and Statistical Methods for Actuarial Sciences and Finance, Springer, pp.139-147, 2011, ⟨10.1007/978-88-470-2342-0_17⟩
Chapitre d'ouvrage istex hal-00665027 v1
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Bayesian linear models for large datasets: Markov chain Monte Carlo or Matheron's update rule

Hassan Maatouk , Didier Rullière , Xavier Bay
2025
Pré-publication, Document de travail hal-04890680 v1
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Efficient constrained Gaussian process approximation using elliptical slice sampling

Hassan Maatouk , Didier Rullière , Xavier Bay
2025
Pré-publication, Document de travail hal-04496474 v2
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Truncated multivariate normal distribution under nonlinear constraints

Hassan Maatouk , Didier Rullière , Xavier Bay
2024
Pré-publication, Document de travail hal-04792003 v1

FunQuant: A R package to perform quantization in the context of rare events and time-consuming simulations

Charlie Sire , Yann Richet , Rodolphe Le Riche , Didier Rullière , Jérémy Rohmer et al.
2023
Pré-publication, Document de travail (preprint/prepublication) hal-04189822 v1

Augmented quantization: a general approach to mixture models

Charlie Sire , Didier Rullière , Rodolphe Le Riche , Jérémy Rohmer , Yann Richet et al.
2023
Pré-publication, Document de travail hal-04209768 v1
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A Joint Kriging Model with Application to Constrained Classification

Didier Rullière , Marc Grossouvre
2024
Pré-publication, Document de travail hal-04208454 v4
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A new proof of Williamson's representation of multiply monotone functions

Nabil Kazi-Tani , Didier Rullière
2020
Pré-publication, Document de travail hal-02984743 v1
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ASYMPTOTIC MULTIVARIATE EXPECTILES

Véronique Maume-Deschamps , Didier Rullière , Khalil Said
2018
Pré-publication, Document de travail hal-01509963 v2
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Estimation de la courbe d'actualisation par krigeage sous contraintes

Areski Cousin , Hassan Maatouk , Didier Rullière
2016
Pré-publication, Document de travail hal-01422365 v1
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A risk management approach to capital allocation

Véronique Maume-Deschamps , Didier Rullière , Khalil Said
2015
Pré-publication, Document de travail hal-01163180 v1
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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-00756387 v1
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A note on the computation of an actuarial Waring formula in the finite-exchangeable case

Areski Cousin , Diana Dorobantu , Didier Rullière
2011
Pré-publication, Document de travail hal-00557751 v2
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Agrégation d'informations et alternative au krigeage en environnement aléatoire

Pierre Ribereau , Didier Rullière
2011
Pré-publication, Document de travail hal-00575604 v1
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Un algorithme d'optimisation par exploration sélective

Didier Rullière , Alaeddine Faleh , Frédéric Planchet
2009
Pré-publication, Document de travail hal-00411406 v2
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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-00395495 v1
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Activity report ciroquo research & industry consortium

Christophette Blanchet-Scalliet , Céline Helbert , Delphine Sinoquet , Miguel Munoz Munoz Zuniga , Rodolphe Le Riche et al.
Ecole Centrale de Lyon; Mines Saint-Etienne; Université Toulouse 3 (Paul Sabatier); Stellantis France; BRGM (Bureau de recherches géologiques et minières); CEA; IFP Energies Nouvelles; Institut de Radioprotection et de Sûreté Nucléaire; Storengy; INRIA; CNRS. 2024, pp.1-11
Rapport (rapport contrat/projet) hal-04661116 v1
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Modèle multi-périodique de contamination des entreprises

Diana Dorobantu , Areski Cousin , Didier Rullière
Journées MAS et Journée en l'honneur de Jacques Neveu, Aug 2010, Talence, France
Document associé à des manifestations scientifiques inria-00509873 v1