Recherche

Publications de : Didier Rullière



96 documents

Articles dans une revue

  • Marc Grossouvre, Didier Rullière, Jonathan Villot. Predicting missing Energy Performance Certificates: Spatial interpolation of mixture distributions. Energy and IA, 2024, 16, pp.100339. ⟨10.1016/j.egyai.2024.100339⟩. ⟨hal-03276127v4⟩
  • Marc Grossouvre, Didier Rullière, Jonathan Villot. Enhancing buildings' energy efficiency prediction through advanced data fusion and fuzzy classification. Energy and Buildings, 2024, 313, pp.114243. ⟨10.1016/j.enbuild.2024.114243⟩. ⟨hal-04525194⟩
  • Hassan Maatouk, Didier Rullière, Xavier Bay. Bayesian analysis of constrained Gaussian processes. Bayesian Analysis, In press, ⟨10.1214/24-BA1429⟩. ⟨hal-04084865⟩
  • Marc Grossouvre, Didier Rullière, Jonathan Villot. Mixture kriging for granular data: The case of energy performance certificate prediction: The article is published in Science Talks as a video.. Science Talks, 2023, 8, pp.100279. ⟨10.1016/j.sctalk.2023.100279⟩. ⟨hal-04265703⟩
  • Tanguy Appriou, Didier Rullière, David Gaudrie. Combination of Optimization-free Kriging Models for High-Dimensional Problems. Computational Statistics, 2023, ⟨10.1007/s00180-023-01424-7⟩. ⟨hal-03812073v2⟩
  • Hassan Maatouk, Didier Rullière, Xavier Bay. Sampling large hyperplane-truncated multivariate normal distributions. Computational Statistics, 2023, ⟨10.1007/s00180-023-01416-7⟩. ⟨hal-03741860v2⟩
  • Charlie Sire, Rodolphe Le Riche, Didier Rullière, Jérémy Rohmer, Lucie Pheulpin, et al.. Quantizing rare random maps: application to flooding visualization. Journal of Computational and Graphical Statistics, 2023, 32 (4), pp.1556-1571. ⟨10.1080/10618600.2023.2203764⟩. ⟨hal-03752365⟩
  • Hassan Maatouk, Xavier Bay, Didier Rullière. A note on simulating hyperplane-truncated multivariate normal distributions. Statistics and Probability Letters, 2022, 191, ⟨10.1016/j.spl.2022.109650⟩. ⟨hal-03581252v2⟩
  • François Bachoc, Nicolas Durrande, Didier Rullière, Clément Chevalier. Properties and comparison of some Kriging sub-model aggregation methods. Mathematical Geosciences, 2022, 54, pp.941--977. ⟨10.1007/s11004-021-09986-2⟩. ⟨hal-01561747v2⟩
  • Oskar Laverny, Esterina Masiello, Véronique Maume-Deschamps, Didier Rullière. Estimation of multivariate generalized gamma convolutions through Laguerre expansions. Electronic Journal of Statistics , 2021, 15 (2), pp.5158-5202. ⟨10.1214/21-EJS1918⟩. ⟨hal-03160289v2⟩
  • Oskar Laverny, Esterina Masiello, Véronique Maume-Deschamps, Didier Rullière. Dependence structure estimation using Copula Recursive Trees. Journal of Multivariate Analysis, 2021, 185, ⟨10.1016/j.jmva.2021.104776⟩. ⟨hal-02566527v2⟩
  • Enkelejd Hashorva, Didier Rullière. Asymptotic Domination of Sample Maxima. Statistics and Probability Letters, 2020, 160 (108703), ⟨10.1016/j.spl.2020.108703⟩. ⟨hal-02277020⟩
  • Nabil Kazi-Tani, Didier Rullière. On a construction of multivariate distributions given some multidimensional marginals. Advances in Applied Probability, 2019, 51 (2), pp.487-513. ⟨10.1017/apr.2019.14⟩. ⟨hal-01575169v3⟩
  • Véronique Maume-Deschamps, Didier Rullière, Khalil Said. Extremes for multivariate expectiles. Statistics & Risk Modeling with Applications in Finance and Insurance, 2018, 35 (3-4), pp.111-140. ⟨10.1515/strm-2017-0014⟩. ⟨hal-01923798⟩
  • Didier Rullière, Nicolas Durrande, François Bachoc, Clément Chevalier. Nested Kriging predictions for datasets with large number of observations. Statistics and Computing, 2018, 28 (4), pp.849-867. ⟨10.1007/s11222-017-9766-2⟩. ⟨hal-01345959v3⟩
  • Véronique Maume-Deschamps, Didier Rullière, Antoine Usseglio-Carleve. Spatial Expectile Predictions for Elliptical Random Fields. Methodology and Computing in Applied Probability, 2018, 20 (2), pp.643-671. ⟨10.1007/s11009-017-9583-2⟩. ⟨hal-01399093v2⟩
  • Véronique Maume-Deschamps, Didier Rullière, Antoine Usseglio-Carleve. Spatial Quantile Predictions for Elliptical Random Fields. Journal of Multivariate Analysis, 2017, 159. ⟨hal-01339520v4⟩
  • Elena Di Bernardino, Didier Rullière. A note on upper-patched generators for Archimedean copulas. ESAIM: Probability and Statistics, 2017, ⟨10.1051/ps/2017003⟩. ⟨hal-01347869v2⟩
  • Véronique Maume-Deschamps, Didier Rullière, Khalil Said. Impact of dependence on some multivariate risk indicators. Methodology and Computing in Applied Probability, 2017, 19, pp.395-427. ⟨10.1007/s11009-016-9489-4⟩. ⟨hal-01171395⟩
  • Véronique Maume-Deschamps, Didier Rullière, Khalil Said. MULTIVARIATE EXTENSIONS OF EXPECTILES RISK MEASURES. Dependence Modeling, 2017. ⟨hal-01367277v2⟩
  • François Bachoc, Emile Contal, Hassan Maatouk, Didier Rullière. Gaussian processes for computer experiments . ESAIM: Proceedings and Surveys, 2017, 60, pp.163-179. ⟨10.1051/proc/201760163⟩. ⟨hal-01665936⟩
  • Elena Di Bernardino, Didier Rullière. On an asymmetric extension of multivariate Archimedean copulas based on quadratic form. Dependence Modeling, 2016, Special Issue: Recent Developments in Quantitative Risk Management, 4 (1), pp.328-347. ⟨10.1515/demo-2016-0019⟩. ⟨hal-01147778v2⟩
  • Areski Cousin, Hassan Maatouk, Didier Rullière. Kriging of financial term-structures. European Journal of Operational Research, 2016, 255 (2), pp.631-648. ⟨10.1016/j.ejor.2016.05.057⟩. ⟨hal-01206388v2⟩
  • Véronique Maume-Deschamps, Didier Rullière, Khalil Said. On a capital allocation by minimizing multivariate risk indicators. European Actuarial Journal, 2016, 6 (1), pp.177-196. ⟨hal-01082559⟩
  • Elena Di Bernardino, Didier Rullière. On tail dependence coefficients of transformed multivariate Archimedean copulas. Fuzzy Sets and Systems, 2016, 284, pp.89--112. ⟨10.1016/j.fss.2015.08.030⟩. ⟨hal-00992707v2⟩
  • Mickaël Binois, Didier Rullière, Olivier Roustant. On the estimation of Pareto fronts from the point of view of copula theory. Information Sciences, 2015, 324, pp.270 - 285. ⟨10.1016/j.ins.2015.06.037⟩. ⟨hal-01097403v2⟩
  • Elena Di Bernardino, Didier Rullière. Estimation of multivariate critical layers: Applications to rainfall data. Journal de la Société Française de Statistique, 2015, 156 (1), pp. 11-50. ⟨hal-00940089v3⟩
  • Elena Di Bernardino, Didier Rullière. On certain transformation of Archimedean copulas: Application to the non-parametric estimation of their generators. Dependence Modeling, 2013, 1, pp.Pages 1-36, ISSN (Online) 2300-2298. ⟨10.2478/demo-2013-0001⟩. ⟨hal-00834000v3⟩
  • Elena Di Bernardino, Didier Rullière. Distortions of multivariate distribution functions and associated level curves: applications in multivariate risk theory. Insurance: Mathematics and Economics, 2013, 53, pp.190-205. ⟨10.1016/j.insmatheco.2013.05.001⟩. ⟨hal-00750873v4⟩
  • Didier Rullière, Alaeddine Faleh, Frédéric Planchet, Wassim Youssef. Exploring or reducing noise? A global optimization algorithm in the presence of noise. Structural and Multidisciplinary Optimization, 2013, 47 (6), pp.921-936. ⟨10.1007/s00158-012-0874-5⟩. ⟨hal-00759677⟩
  • Didier Rullière, Diana Dorobantu, Areski Cousin. An extension of Davis and Lo's contagion model. Quantitative Finance, 2013, 13 (3), pp.407-420. ⟨10.1080/14697688.2012.727015⟩. ⟨hal-00374367v2⟩
  • Christophette Blanchet-Scalliet, Diana Dorobantu, Didier Rullière. The density of the ruin time for a renewal-reward process perturbed by a diffusion. Applied Mathematics Letters, 2013, 26 (1), http://dx.doi.org/10.1016/j.aml.2012.04.003. ⟨10.1016/j.aml.2012.04.003⟩. ⟨hal-00625099v3⟩
  • Alexis Bienvenüe, Didier Rullière. Iterative Adjustment of Survival Functions by Composed Probability Distortions. The Geneva Risk and Insurance Review, 2012, 37 (2), pp.156-179. ⟨10.1057/grir.2011.7⟩. ⟨hal-00665890⟩
  • Alaeddine Faleh, Frédéric Planchet, Didier Rullière. Les Générateurs de Scénarios Économiques : quelle utilisation en assurance ?. Assurance et Gestion des Risques, 2010, 78 (1-2), pp.31. ⟨hal-00433037⟩
  • Alaeddine Faleh, Frédéric Planchet, Didier Rullière. Les générateurs de Scénarios Économiques : de la conception à la mesure de la qualité. Assurances et gestion des risques, 2010, 78 (1), pp.1-30. ⟨hal-00530868⟩
  • Stéphane Loisel, Christian Mazza, Didier Rullière. Convergence and asymptotic variance of bootstrapped finite-time ruin probabilities with partly shifted risk processes.. Insurance: Mathematics and Economics, 2009, 45 (3), pp.374-381. ⟨10.1016/j.insmatheco.2009.08.003⟩. ⟨hal-00168716⟩
  • Stéphane Loisel, Christian Mazza, Didier Rullière. Robustness analysis and convergence of empirical finite-time ruin probabilities and estimation risk solvency margin.. Insurance: Mathematics and Economics, 2008, 42 (2), pp.746-762. ⟨10.1016/j.insmatheco.2007.08.007⟩. ⟨hal-00168714⟩
  • Didier Rullière, Stéphane Loisel. The win-first probability under interest force. Insurance: Mathematics and Economics, 2005, 37 (3), pp.421-442. ⟨10.1016/j.insmatheco.2005.06.004⟩. ⟨hal-00165791⟩
  • Christian Mazza, Didier Rullière. A link between wave governed random motions and ruin processes. Insurance: Mathematics and Economics, 2004, 35 (2), pp.205-222. ⟨10.1016/j.insmatheco.2004.07.014⟩. ⟨hal-00412977⟩
  • Didier Rullière, Stéphane Loisel. Another look at the Picard-Lefèvre formula for finite-time ruin probabilities. Insurance: Mathematics and Economics, 2004, 35 (2), pp.187-203. ⟨hal-00379412⟩
  • Didier Rullière, Daniel Serant. Estimation de probabilités de changement d'état en présence de données incomplètes et applications actuarielles. Bulletin Français d'Actuariat, 1998, 2 (3), pp.71-88. ⟨hal-00412983⟩
  • Didier Rullière, Daniel Serant. 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.. Bulletin Français d'Actuariat, 1997, 1 (2), pp.97-114. ⟨hal-00412981⟩

Communications dans un congrès

  • Charlie Sire, Rodolphe Le Riche, Didier Rullière, Jérémy Rohmer, Lucie Pheulpin, et al.. Augmented Quantization: a General Approach to Mixture Models. UQ 2024 - SIAM Conference on Uncertainty Quantification, Society for Industrial and Applied Mathematics, Feb 2024, Trieste, Italy. ⟨hal-04527349⟩
  • Didier Rullière, Marc Grossouvre. On Multi-Output Kriging and Constrained Classification. Séminaire Statistique LMA, Oct 2023, Avignon (FR), France. ⟨hal-04227155⟩
  • Marc Grossouvre, Didier Rullière, Jonathan Villot. About spatial interpolation using mixture distributions for predicting Energy Performance Certificate. 54es Journées de Statistique la Société Française de Statistique (SFdS), Jul 2023, Bruxelles, Belgium. ⟨emse-04158342⟩
  • Tanguy Appriou, David Gaudrie, Didier Rullière. Bayesian Optimization For High-Dimensional Problems Using A Combination Of Kriging Surrogate Models. Journées Scientifiques du CIROQUO, Consortium en mathématiques appliquées CIROQUO, May 2023, Palaiseau, France. ⟨hal-04115494⟩
  • Didier Rullière, Rodolphe Le Riche. On Gaussian Processes for Spatial Modeling and Optimization. Joint HUST-LIMOS online Workshop on Operations Research, AI and Networks (ORAIN 2023), May 2023, Clermont - Ferrand, France. ⟨hal-04208916⟩
  • Charlie Sire, Rodolphe Le Riche, Didier Rullière, Jérémy Rohmer, Lucie Pheulpin, et al.. Augmented quantization : a general approach to mixture models. MASCOT-NUM2023, UQ@Paris-Saclay, Apr 2023, LE CROISIC, France. ⟨hal-03975978⟩
  • Charlie Sire, Rodolphe Le Riche, Didier Rullière, Jérémy Rohmer, Lucie Pheulpin, et al.. Quantization applied to the visualization of low-probability flooding events. The 8th European Congress on Computational Methods in Applied Sciences and Engineering (ECCOMAS 2022), Jun 2022, Oslo, Norway. ⟨emse-03720115⟩
  • Charlie Sire, R. Le Riche, D. Rulliere, Jérémy Rohmer, L. Pheulpin, et al.. Quantization applied to the visualization of low-probability flooding events. SIAM UQ22 - Siam Conference on Uncertainty Quantification, Society for Industrial and Applied Mathematics, Apr 2022, ATLANTA, United States. ⟨hal-03914853⟩
  • Charlie Sire, Yann Richet, Lucie Pheulpin, Jérémy Rohmer, Rodolphe Le Riche, et al.. Robust inversion under uncertainty for flooding risk analysis. SIAM Conference on Uncertainty Quantification (UQ22), Society for Industrial and Applied Mathematics, Apr 2022, Atlanta, GA, United States. ⟨hal-04066834⟩
  • Charlie Sire, Yann Richet, Jeremy Rohmer, Rodolphe Le Riche, Didier Rullière, et al.. Robust inversion for risk analysis – application to the failure of defences against floodin. 4th International Conference on Uncertainty Quantification in Computational Sciences and Engineering (UNCECOMP 2021), Jun 2021, Athens, Greece. ⟨emse-03313456⟩
  • Charlie Sire, Rodolphe Le Riche, Didier Rulliere, Lucie Pheulpin, Yann Richet. Robust inversion under uncertainty for risk analysis – application to the failure of defences against flooding. MASCOT 21 Meeting, GDR, 2021, AUSSOIS, France. ⟨hal-03739587⟩
  • Didier Rullière. Talk on “On aggregation of submodels with a large number of observations” based on a joint work with Nicolas Durrande, François Bachoc, Clément Chevalier. Séminaire Lyon Le Mans, Nov 2018, Lyon, France. ⟨hal-02047539⟩
  • Didier Rullière. Talk on Nested Kriging models for large data-sets: Based on a joint work with Nicolas Durrande, François Bachoc., Clément Chevalier. 9th International Workshop on Applied Probability, Jun 2018, Budapest, Hungary. ⟨hal-02047545⟩
  • Didier Rullière. Talk on "paquet R nestedKriging". R Workshop, Jan 2018, Saint Etienne, France. ⟨hal-02047572⟩
  • Didier Rullière. Talk on "Nested Kriging models for large data-sets". Oquaido Workshop Orléans, Nov 2017, Orléans, France. ⟨hal-02051425⟩
  • Didier Rullière. Talk on "Nested Kriging models for large data-sets": based on a joint work with Nicolas Durrande, François Bachoc, Clément Chevalier. Workshop on Statistics, Stochastics and Applications in Insurance and Finance, Oct 2017, Jena, Germany. ⟨hal-02047595⟩
  • Didier Rullière. Talk on "On some transformations of Archimedean copulas": based on a joint work with Elena Di Bernardino. VIASM, Aug 2017, Hanoi, Vietnam. ⟨hal-02047601⟩
  • Didier Rullière. Talk on "Tail dependence of distorted Archimedean Copulas": based on a joint work with Elena Di Bernardino. Salzburg workshop on dependence models and copulas, Sep 2016, Salzburg, Austria. ⟨hal-02047604⟩
  • Didier Rullière. Talk on "Nested Kriging models for large datasets": based on a joint work with Nicolas Durrande, François Bachoc, Clément Chevalier. Journée MAS, Aug 2016, Grenoble, France. ⟨hal-02047614⟩
  • Didier Rullière. Talk on "Krigeage et Big data.": based on a joint work with Nicolas Durrande, François Bachoc, Clément Chevalier.. Journée Oquaido, May 2016, Saint Etienne, France. ⟨hal-02047628⟩
  • Didier Rullière. Talk on "Estimation of multivariate critical layers: Applications to rainfall data": based on a joint work with Elena Di Bernardino. Beijing summer school, risk measure and optimization in finance and insurance, Jun 2015, Pékin, China. ⟨hal-02047634⟩
  • Mickaël Binois, Didier Rullière, Olivier Roustant. Application des copules à l'estimation de fronts de Pareto. 47èmes Journées de Statistique de la SFdS, Société Française de Statistique, Jun 2015, Lille, France. ⟨emse-01152513⟩
  • Didier Rullière. Talk on "On Nested Kriging models": Based on a joint work with Nicolas Durrande, François Bachoc., Clément Chevalier.. Séminaire du département de mathématiques, May 2015, Fribourg, Switzerland. ⟨hal-02051422⟩
  • Didier Rullière. Talk on "Non parametric estimation of Archimedean copulas and tail dependence": based on a joint work with Elena Di Bernardino (hal-00834000v3). Séminaire CNAM, Feb 2015, Paris, France. ⟨hal-02047658⟩
  • Didier Rullière. Talk on "Non parametric estimation of Archimedean copulas and tail dependence": based on a joint work with Elena Di Bernardino (hal-00834000v3). Séminaire Lyon Lausanne, Dec 2014, Lausanne, France. ⟨hal-02047662⟩
  • Didier Rullière. Talk on "A non-parametric estimator of Archimedean copulas generator": based on a joint work with Elena Di Bernardino (hal-00834000v3). 7th International Workshop on Applied Probability (IWAP 2014), Jun 2014, Antalya, Turkey. ⟨hal-02047669⟩
  • Didier Rullière. Talk on "On certain transformations of Archimedean copulas": based on a joint work with Elena Di Bernardino. Conférence COtemporary Topics in ACtuarial Sciences, Jun 2014, Besançon, France. ⟨hal-02047676⟩
  • Didier Rullière. Talk on "A non-parametric estimator of Archimedean copulas generator": based on a joint work with Elena Di Bernardino. 6th International Conférence MAF 2014, Apr 2014, Vietri sul Mare, Italy. ⟨hal-02047683⟩
  • Christophette Blanchet-Scalliet, Diana Dorobantu, Didier Rullière. The density of a passage time for a renewal-reward process perturbed by a diffusion. the 8th world congress in Probability and Statistics, Jul 2012, Istanbul, Turkey. ⟨hal-00727690⟩
  • Christophette Blanchet-Scalliet, Diana Dorobantu, Didier Rullière. The density of the ruin time for a mixed process (Brownian motion and renewal-reward process). Les journées de Probabilités 2011, Jun 2011, Nancy, France. ⟨hal-00603651⟩

Poster de conférence

  • Tanguy Appriou, Didier Rullière, David Gaudrie. Bayesian Optimization in High-dimension via a Combination of Kriging sub-models. MASCOT-NUM2023, Apr 2023, LE CROISIC, France. ⟨hal-04102201⟩
  • Marc Grossouvre, Didier Rullière. Mixture kriging on granular data: A new approach for imputing building's energy efficiency. MASCOT-NUM 2022, Jun 2022, Clermont-Ferrand, France. ⟨hal-03762854⟩
  • Véronique Maume-Deschamps, Didier Rullière, Antoine Usseglio-Carleve. Expectile prediction through asymmetric kriging. MASCOT NUM 2017 meeting, Mar 2017, Paris, France. ⟨hal-01492754⟩
  • Véronique Maume-Deschamps, Didier Rullière, Antoine Usseglio-Carleve. Spatial quantile predictions for elliptical random fields. Journées MAS 2016, Aug 2016, Grenoble, France. ⟨hal-01356081⟩

Chapitres d'ouvrage

  • Hassan Maatouk, Didier Rullière, Xavier Bay. Large scale Gaussian processes with Matheron's update rule and Karhunen-Loève expansion. A. Hinrichs, P. Kritzer, F. Pillichshammer (eds.). Monte Carlo and Quasi-Monte Carlo Methods 2022. Springer Verlag, In press. ⟨hal-03909542v2⟩
  • Areski Cousin, Diana Dorobantu, Didier Rullière. Valuation of Portfolio Loss Derivatives in An Infectious Model. 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⟩. ⟨hal-00665027⟩
  • Alexis Bienvenüe, Didier Rullière. On hyperbolic iterated distortions for the adjustment of survival functions. 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⟩. ⟨hal-00665349⟩

Autres publications

  • Marc Grossouvre, Jonathan Villot, Didier Rullière. Prédire la performance énergétique des bâtiments : Apprendre les données des DPE. 2023. ⟨hal-03945507⟩

Pré-publications, Documents de travail

  • Hassan Maatouk, Didier Rullière, Xavier Bay. Large-scale constrained Gaussian processes for shape-restricted function estimation. 2024. ⟨hal-04348962v2⟩
  • Hassan Maatouk, Didier Rullière, Xavier Bay. Efficient constrained Gaussian process approximation using elliptical slice sampling. 2024. ⟨hal-04496474⟩
  • Tanguy Appriou, Didier Rullière, David Gaudrie. High-dimensional Bayesian Optimization with a Combination of Kriging models. 2024. ⟨hal-04477236⟩
  • Anis Hoayek, Didier Rullière. Assessing clustering methods using Shannon's entropy. 2023. ⟨hal-03812055v2⟩
  • Didier Rullière, Marc Grossouvre. A Joint Kriging Model with Application to Constrained Classification. 2023. ⟨hal-04208454v2⟩
  • Charlie Sire, Didier Rullière, Rodolphe Le Riche, Jérémy Rohmer, Lucie Pheulpin, et al.. Augmented quantization: a general approach to mixture models. 2023. ⟨hal-04209768⟩
  • Charlie Sire, Yann Richet, Rodolphe Le Riche, Didier Rullière, Jérémy Rohmer, et al.. FunQuant: A R package to perform quantization in the context of rare events and time-consuming simulations. 2023. ⟨hal-04189822⟩
  • Nabil Kazi-Tani, Didier Rullière. A new proof of Williamson's representation of multiply monotone functions. 2020. ⟨hal-02984743⟩
  • Véronique Maume-Deschamps, Didier Rullière, Khalil Said. ASYMPTOTIC MULTIVARIATE EXPECTILES. 2018. ⟨hal-01509963v2⟩
  • Areski Cousin, Hassan Maatouk, Didier Rullière. Estimation de la courbe d'actualisation par krigeage sous contraintes. 2016. ⟨hal-01422365⟩
  • Véronique Maume-Deschamps, Didier Rullière, Khalil Said. A risk management approach to capital allocation. 2015. ⟨hal-01163180⟩
  • Elena Di Bernardino, Didier Rullière. Distortions of multivariate risk measures: a level-sets based approach. 2012. ⟨hal-00756387⟩
  • Pierre Ribereau, Didier Rullière. Agrégation d'informations et alternative au krigeage en environnement aléatoire. 2011. ⟨hal-00575604⟩
  • Areski Cousin, Diana Dorobantu, Didier Rullière. A note on the computation of an actuarial Waring formula in the finite-exchangeable case. 2011. ⟨hal-00557751v2⟩
  • Didier Rullière, Alaeddine Faleh, Frédéric Planchet. Un algorithme d'optimisation par exploration sélective. 2009. ⟨hal-00411406v2⟩
  • Alexis Bienvenüe, Didier Rullière. Sur une classe de transformations itérées pour l'ajustement et la simulation stochastique. 2009. ⟨hal-00395495⟩