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Publications by Romain Biard

Ruin Probabilities for a Regenerative Poisson Gap Generated Risk Process

European Actuarial Journal

English

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

Related publications

Ruin Probabilities for Two Classes of Risk Processes

English

Power Estimates for Ruin Probabilities

Advances in Applied Probability

Applied Mathematics

English

Ruin Probabilities Under an Optimal Investment and Proportional Reinsurance Policy in a Jump Diffusion Risk Process

English

Ruin Probabilities in the Mixed Claim Frequency Risk Models

Mathematical Problems in Engineering

English

Estimators and Bootstrap Confidence Intervals for Ruin Probabilities

English

Numerical Ultimate Ruin Probabilities Under Interest Force

Journal of Mathematics and Statistics

English

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

Methodology and Computing in Applied Probability

English

Ruin Probabilities Expressed in Terms of Storage Processes

Advances in Applied Probability

Applied Mathematics

English