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Publications by Claude Lefèvre

Asymptotic Finite-Time Ruin Probabilities for a Class of Path-Dependent Heavy-Tailed Claim Amounts Using Poisson Spacings

Applied Stochastic Models in Business and Industry

Management Science

Operations Research

English

Nonstationarity and Randomization in the Reed-Frost Epidemic Model

Journal of Applied Probability

English

Finite-Time Ruin Probabilities for Discrete, Possibly Dependent, Claim Severities

Methodology and Computing in Applied Probability

English

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