Working Paper |
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Abstract Views |
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3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
A link between wave governed random motions and ruin processes |
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0 |
0 |
0 |
0 |
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20 |
A note on the computation of an actuarial Waring formula in the finite-exchangeable case |
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0 |
0 |
38 |
1 |
1 |
2 |
113 |
A note on upper-patched generators for Archimedean copulas |
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0 |
0 |
20 |
0 |
0 |
0 |
19 |
A risk management approach to capital allocation |
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0 |
0 |
18 |
1 |
1 |
1 |
31 |
A risk management approach to capital allocation |
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0 |
0 |
25 |
0 |
0 |
0 |
54 |
ASYMPTOTIC MULTIVARIATE EXPECTILES |
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0 |
0 |
27 |
0 |
0 |
0 |
35 |
Agrégation d'informations et alternative au krigeage en environnement aléatoire |
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0 |
0 |
13 |
0 |
0 |
1 |
84 |
An extension of Davis and Lo's contagion model |
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0 |
0 |
24 |
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0 |
1 |
42 |
An extension of Davis and Lo's contagion model |
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0 |
0 |
107 |
0 |
1 |
1 |
318 |
Another look at the Picard-Lefèvre formula for finite-time ruin probabilities |
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0 |
0 |
0 |
0 |
0 |
0 |
13 |
Asymptotic Domination of Sample Maxima |
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0 |
0 |
0 |
0 |
0 |
0 |
12 |
Asymptotic multivariate expectiles |
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0 |
0 |
16 |
0 |
0 |
0 |
33 |
Convergence and asymptotic variance of bootstrapped finite-time ruin probabilities with partly shifted risk processes |
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0 |
0 |
30 |
1 |
1 |
1 |
142 |
Distortions of multivariate distribution functions and associated level curves: applications in multivariate risk theory |
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0 |
0 |
9 |
1 |
1 |
1 |
31 |
Distortions of multivariate risk measures: a level-sets based approach |
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0 |
0 |
6 |
0 |
0 |
0 |
28 |
Estimation de la courbe d'actualisation par krigeage sous contraintes |
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0 |
0 |
5 |
0 |
0 |
0 |
15 |
Estimation de probabilités de changement d'état en présence de données incomplètes et applications actuarielles |
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0 |
0 |
0 |
0 |
0 |
0 |
13 |
Estimation of multivariate critical layers: Applications to rainfall data |
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0 |
8 |
0 |
0 |
0 |
16 |
Exploring or reducing noise? A global optimization algorithm in the presence of noise |
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0 |
28 |
0 |
0 |
1 |
45 |
Extremes for multivariate expectiles |
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0 |
0 |
0 |
0 |
0 |
0 |
20 |
Gaussian processes for computer experiments |
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12 |
0 |
2 |
3 |
31 |
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 |
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0 |
0 |
0 |
1 |
5 |
37 |
Impact of dependence on some multivariate risk indicators |
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0 |
7 |
1 |
3 |
3 |
25 |
Impact of dependence on some multivariate risk indicators |
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0 |
6 |
0 |
0 |
0 |
14 |
Iterative Adjustment of Survival Functions by Composed Probability Distortions |
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1 |
0 |
0 |
0 |
19 |
Kriging of financial term-structures |
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0 |
0 |
11 |
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0 |
0 |
49 |
Kriging of financial term-structures |
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0 |
16 |
0 |
0 |
0 |
43 |
Les G\'en\'erateurs de Sc\'enarios \'Economiques: quelle utilisation en assurance? |
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25 |
0 |
0 |
0 |
74 |
Les Générateurs de Scénarios Économiques: quelle utilisation en assurance ? |
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0 |
17 |
0 |
0 |
3 |
87 |
Les générateurs de Scénarios Économiques: de la conception à la mesure de la qualité |
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0 |
1 |
88 |
1 |
2 |
4 |
224 |
Multivariate extensions of expectiles risk measures |
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0 |
0 |
8 |
0 |
1 |
1 |
31 |
On a capital allocation by minimizing multivariate risk indicators |
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0 |
0 |
2 |
0 |
0 |
1 |
18 |
On a construction of multivariate distributions given some multidimensional marginals |
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0 |
0 |
6 |
1 |
1 |
1 |
30 |
On an asymmetric extension of multivariate Archimedean copulas based on quadratic form |
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0 |
14 |
0 |
1 |
1 |
25 |
On certain transformation of Archimedean copulas: Application to the non-parametric estimation of their generators |
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0 |
16 |
1 |
1 |
2 |
55 |
On hyperbolic iterated distortions for the adjustment of survival functions |
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0 |
0 |
0 |
0 |
0 |
0 |
21 |
On tail dependence coefficients of transformed multivariate Archimedean copulas |
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0 |
0 |
12 |
0 |
0 |
0 |
25 |
Robustness analysis and convergence of empirical finite-time ruin probabilities and estimation risk solvency margin |
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0 |
0 |
84 |
1 |
1 |
1 |
183 |
Sur une classe de transformations itérées pour l'ajustement et la simulation stochastique |
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0 |
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21 |
0 |
0 |
0 |
52 |
The density of the ruin time for a renewal-reward process perturbed by a diffusion |
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0 |
0 |
15 |
0 |
0 |
0 |
62 |
The win-first probability under interest force |
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0 |
0 |
28 |
0 |
0 |
0 |
127 |
Un algorithme d'optimisation par exploration sélective |
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0 |
0 |
53 |
0 |
0 |
2 |
249 |
Valuation of Portfolio Loss Derivatives in An Infectious Model |
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0 |
0 |
0 |
0 |
0 |
0 |
26 |
Total Working Papers |
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0 |
1 |
816 |
9 |
18 |
36 |
2,591 |