Matthieu Simon

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

Research outcomes over time

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