Pierre-Olivier Goffard

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Collaborative and parametric insurance on the ethereum blockchain ASTIN Bulletin	2026-01-22	Paper
Empirical risk analysis of mining a proof-of-work blockchain Decisions in Economics and Finance	2026-01-16	Paper
Market-based insurance ratemaking: application to pet insurance ASTIN Bulletin	2025-07-15	Paper
Sequential Monte Carlo samplers to fit and compare insurance loss models Scandinavian Actuarial Journal	2023-09-11	Paper
Goodness-of-fit procedures for compound distributions with an application to insurance Journal of Statistical Theory and Practice	2022-09-30	Paper
Blockchain mining in pools: analyzing the trade-off between profitability and ruin Insurance Mathematics & Economics	2022-07-15	Paper
On the profitability of selfish blockchain mining under consideration of ruin Operations Research	2022-02-18	Paper
Approximate Bayesian computations to fit and compare insurance loss models Insurance Mathematics & Economics	2021-10-19	Paper
Orthogonal polynomial expansions to evaluate stop-loss premiums Journal of Computational and Applied Mathematics	2020-02-18	Paper
Two-sided exit problems in the ordered risk model Methodology and Computing in Applied Probability	2019-12-19	Paper
Exponential convergence rate of ruin probabilities for level-dependent Lévy-driven risk processes Journal of Applied Probability	2019-12-17	Paper
Fraud risk assessment within blockchain transactions Advances in Applied Probability	2019-12-09	Paper
Duality in ruin problems for ordered risk models Insurance Mathematics & Economics	2018-02-15	Paper
Polynomial approximations for bivariate aggregate claims amount probability distributions Methodology and Computing in Applied Probability	2017-03-30	Paper
Boundary crossing of order statistics point processes Journal of Mathematical Analysis and Applications	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 Journal of Computational and Applied Mathematics	2015-12-21	Paper
Is it optimal to group policyholders by age, gender, and seniority for BEL computations based on model points? European Actuarial Journal	2015-07-29	Paper

Research outcomes over time

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