Matthieu Simon

Available identifiers

Publication	Date of Publication	Type
Collective epidemics with asymptomatics and functional infection rates	2024-12-03	Paper
SIR epidemics driven by Feller processes	2024-01-12	Paper
Ruin problems for risk processes with dependent phase-type claims	2023-12-11	Paper
On the risk of ruin in a SIS type epidemic	2022-07-07	Paper
Markov-modulated Brownian motions perturbed by catastrophes	2022-07-05	Paper
Ruin problems for epidemic insurance	2022-01-18	Paper
A chain binomial epidemic with asymptomatics motivated by COVID-19 modelling	2021-11-12	Paper
Schur-constant and related dependence models, with application to ruin probabilities	2021-11-09	Paper
SIR-type epidemic models as block-structured Markov processes	2020-08-28	Paper
SIR epidemics with stochastic infectious periods	2020-05-26	Paper
On barrier option pricing by Erlangization in a regime-switching model with jumps	2020-02-18	Paper
Markov-modulated Brownian motion with temporary change of regime at level zero	2019-04-26	Paper
Spread and basket option pricing in a Markov‐modulated Lévy framework with synchronous jumps	2019-03-07	Paper
Epidemic risk and insurance coverage	2018-09-26	Paper
Cross-infection in epidemics spread by carriers	2018-05-28	Paper
Multivariate European option pricing in a Markov-modulated Lévy framework	2017-02-09	Paper
SIR epidemics with stages of infection	2016-11-01	Paper

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