# |
Année |
Titre |
Revue |
Lien éditeur / doi |
Notice HAL |
1 |
2018 |
Spectrally negative Lévy processes with Parisian reflection below and classical reflection above |
Stochastic Processes and their Applications |
|
hal-02132605
|
2 |
2018 |
Ruin probabilities by Padé’s method |
European Actuarial Journal |
|
hal-02132550
|
3 |
2018 |
Purely Excessive Functions and Hitting Times of Continuous-Time Branching Processes |
Methodology and Computing in Applied Probability |
|
hal-02132604
|
4 |
2018 |
On central branch/reinsurance risk networks: Exact results and heuristics |
Risks |
|
hal-02132602
|
5 |
2017 |
On taxed spectrally negative Lévy processes with draw-down stopping |
Insurance: Mathematics and Economics |
|
hal-01759859
|
6 |
2017 |
On the central management of risk networks |
Advances in Applied Probability |
|
hal-01759858
|
7 |
2016 |
Modeling probability densities with sums of exponentials via polynomial approximation |
Journal of Computational and Applied Mathematics |
|
hal-01581268
|
8 |
2016 |
On a class of dependent Sparre Andersen risk models and a bailout application |
Insurance: Mathematics and Economics |
10.1016/j.insmatheco.2016.08.001
|
hal-01610708
|
9 |
2015 |
On Gerber-Shiu functions and optimal dividend distribution for a Lévy risk process in the presence of a penalty function |
Annals of Applied Probability |
|
hal-02136410
|
10 |
2015 |
Limit theorems for additive functionals of stationary fields, under integrability assumptions on the higher order spectral densities |
Stochastic Processes and their Applications |
|
hal-02136409
|
11 |
2013 |
Spectral representation of transition density of Fisher-Snedecor diffusion |
Stochastics: An International Journal of Probability and Stochastic Processes |
10.1080/17442508.2013.775285
|
hal-00867030
|
12 |
2013 |
On spectral analysis of heavy-tailed kolmogorov - Pearson diffusions |
Markov Processes and Related Fields |
|
hal-00867038
|
13 |
2012 |
Uniform Asymptotics of Ruin |
Markov Processes And Related Fields |
|
hal-00868355
|
14 |
2012 |
Uniform Asymptotics of Ruin Probabilities for L 'evy Processes |
Markov Processes And Related Fields |
|
hal-01050948
|
15 |
2012 |
Hypothesis testing for Fisher-Snedecor diffusion |
Journal of Statistical Planning and Inference |
10.1016/j.jspi.2012.02.055
|
hal-00865052
|
16 |
2011 |
Comments on: Light tail asymptotics in multidimensional reflecting processes for queueing networks |
TOP |
10.1007/s11750-011-0181-0
|
hal-00865056
|
17 |
2011 |
On symbolic RG factorization of quasi-birth-and-death processes |
TOP |
10.1007/s11750-011-0195-7
|
hal-00865054
|
18 |
2011 |
Parameter estimation for Fisher-Snedecor diffusion |
Statistics |
|
hal-00868081
|
19 |
2011 |
On moment based Pade approximations of ruin probabilities |
Journal of Computational and Applied Mathematics |
|
hal-00868080
|
20 |
2010 |
On a Szegó type limit theorem, the Hólder-Young-Brascamp-Lieb inequality and applications to the asymptotic theory of integrals and quadratic forms of stationary fields |
ESAIM: Probability and Statistics |
|
hal-00868092
|
21 |
2010 |
On the efficient evaluation of ruin probabilities for completely monotone claim distributions |
Journal of Computational and Applied Mathematics |
|
hal-00868090
|
22 |
2009 |
Series Expansions for the First Passage Distribution of Wong-Pearson Jump-Diffusions |
Stochastic Analysis and Applications |
10.1080/07362990902976611
|
hal-00488316
|