Pierre-Olivier Goffard

Available identifiers

Publication	Date of Publication	Type
Sequential Monte Carlo samplers to fit and compare insurance loss models	2023-09-11	Paper
Goodness-of-fit procedures for compound distributions with an application to insurance	2022-09-30	Paper
Blockchain mining in pools: analyzing the trade-off between profitability and ruin	2022-07-15	Paper
On the Profitability of Selfish Blockchain Mining Under Consideration of Ruin	2022-02-18	Paper
Approximate Bayesian computations to fit and compare insurance loss models	2021-10-19	Paper
Orthogonal polynomial expansions to evaluate stop-loss premiums	2020-02-18	Paper
Two-sided exit problems in the ordered risk model	2019-12-19	Paper
Exponential convergence rate of ruin probabilities for level-dependent Lévy-driven risk processes	2019-12-17	Paper
Fraud risk assessment within blockchain transactions	2019-12-09	Paper
Duality in ruin problems for ordered risk models	2018-02-15	Paper
Polynomial approximations for bivariate aggregate claims amount probability distributions	2017-03-30	Paper
Boundary crossing of order statistics point processes	2016-11-18	Paper
Orthonormal polynomial expansions and lognormal sum densities	2016-01-07	Paper
A polynomial expansion to approximate the ultimate ruin probability in the compound Poisson ruin model	2015-12-21	Paper
Is it optimal to group policyholders by age, gender, and seniority for BEL computations based on model points?	2015-07-29	Paper

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