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Estimation of the parameters of a Markov-modulated loss process in insurance
Guillou, Armelle; Loisel, Stéphane; Stupfler, Gilles - In: Insurance / Mathematics & economics 53 (2013) 2, pp. 388-404
Persistent link: https://www.econbiz.de/10010175073
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Estimating catastrophic quantile levels for heavy-tailed distributions
Matthys, Gunther; Delafosse, Emmanuel; Guillou, Armelle; … - In: Insurance / Mathematics & economics 34 (2004) 3, pp. 517-538
Persistent link: https://www.econbiz.de/10006881925
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Pareto Index Estimation Under Moderate Right Censoring
Beirlant, Jan; Guillou, Armelle - In: Scandinavian actuarial journal : Actuarial Society of … (2001) 2, pp. 111-125
Persistent link: https://www.econbiz.de/10005947401
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Reduced-bias estimator of the Proportional Hazard Premium for heavy-tailed distributions
Deme, El Hadji; Girard, Stéphane; Guillou, Armelle - In: Insurance / Mathematics & economics 52 (2013) 3, pp. 550-559
Persistent link: https://www.econbiz.de/10010119403
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The win-first probability under interest force
Rullière, Didier; Loisel, Stéphane - In: Insurance / Mathematics & economics 37 (2005) 3, pp. 421-442
Persistent link: https://www.econbiz.de/10006874116
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Another look at the Picard-Lef#x000E;vre formula for finite-time ruin probabilities
Rullière, Didier; Loisel, Stéphane - In: Insurance / Mathematics & economics 35 (2004) 2, pp. 187-204
Persistent link: https://www.econbiz.de/10006879181
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Stationary-excess operator and convex stochastic orders
Lefèvre, Claude; Loisel, Stéphane - In: Insurance / Mathematics & economics 47 (2010) 1, pp. 64-76
Persistent link: https://www.econbiz.de/10008422777
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On finite-time ruin probabilities for classical risk models
Lefèvre, Claude; Loisel, Stéphane - In: Scandinavian actuarial journal : Actuarial Society of … 108 (2008) 1, pp. 41-60
Persistent link: https://www.econbiz.de/10007894941
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Convergence and asymptotic variance of bootstrapped finite-time ruin probabilities with partly shifted risk processes
Loisel, Stéphane; Mazza, Christian; Rullière, Didier - In: Insurance / Mathematics & economics 45 (2009) 3, pp. 374-381
Persistent link: https://www.econbiz.de/10008332289
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Impact of correlation crises in risk theory: Asymptotics of finite-time ruin probabilities for heavy-tailed claim amounts when some independence and stationarity assumptions are re...
Biard, Romain; Lefèvre, Claude; Loisel, Stéphane - In: Insurance / Mathematics & economics 43 (2008) 3, pp. 412-421
Persistent link: https://www.econbiz.de/10008149207