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Patrick Laub

9

Documents

Identifiants chercheurs

patrick-laub
0000-0002-8442-7524
IdRef : 253121558

Présentation

Publications

	Approximate Bayesian Computations to fit and compare insurance loss models Pierre-Olivier Goffard , Patrick Laub Insurance: Mathematics and Economics, 2021, 100, pp.350-371. ⟨10.1016/j.insmatheco.2021.06.002⟩ Article dans une revue hal-02891046v2
	Orthogonal polynomial expansions to evaluate stop-loss premiums Pierre-Olivier Goffard , Patrick J. Laub Journal of Computational and Applied Mathematics, 2020, 370, ⟨10.1016/j.cam.2019.112648⟩ Article dans une revue hal-01626545v3
	Phase-Type Models in Life Insurance: Fitting and Valuation of Equity-Linked Benefits Soren Asmussen , Patrick J. Laub , Hailiang Yang Risks, 2019, ⟨10.3390/risks7010017⟩ Article dans une revue hal-02014897v1
	Monte Carlo estimation of the density of the sum of dependent random variables Patrick J. Laub , Robert Salomone , Zdravko I, Botev Mathematics and Computers in Simulation, 2018 Article dans une revue hal-02014836v1
	Efficient Simulation for Dependent Rare Events with Applications to Extremes Lars Nørvang Andersen , Leonardo Rojas-Nandayapa , Patrick J. Laub Methodology and Computing in Applied Probability, 2018, 20 (1), pp.385-409 Article dans une revue hal-02014757v1
	Tail asymptotics of light-tailed Weibull-like sums Søren Asmussen , Enkelejd Hashorva , Patrick J. Laub , Thomas Taimre Probability and Mathematical Statistics, 2017, 37 (2), pp.235 - 256 Article dans une revue hal-02014819v1
	Approximating the Laplace transform of the sum of dependent lognormals Patrick J. Laub , Søren Asmussen , Jens Ledet Jensen , Leonardo Rojas-Nandayapa Advances in Applied Probability, 2016, 48 (A), pp.203-215 Article dans une revue hal-02014740v1

	Quickest detection in practice in presence of seasonality: an illustration with call center data Patrick J. Laub , Nicole El Karoui , Stéphane Loisel , Yahia Salhi Data analytics and Models for Insurance, 2020 Chapitre d'ouvrage hal-02984527v1

	Rare tail approximation using asymptotics and $L^1$ polar coordinates Thomas Taimre , Patrick J. Laub 2019 Pré-publication, Document de travail hal-02014900v1