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On the profitability of selfish blockchain mining under consideration of ruin

Hansjörg Albrecher , Pierre-Olivier Goffard
2021
Pré-publication, Document de travail hal-02649025v3
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Bayesian model averaging for mortality forecasting using leave-future-out validation

Karim Barigou , Pierre-Olivier Goffard , Stéphane Loisel , Yahia Salhi
International Journal of Forecasting, In press, ⟨10.1016/j.ijforecast.2022.01.011⟩
Article dans une revue hal-03175212v3
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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
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Blockchain mining in pools: Analyzing the trade-off between profitability and ruin

Hansjörg Albrecher , Dina Finger , Pierre-Olivier Goffard
2022
Pré-publication, Document de travail hal-03336851v2
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Market-based insurance ratemaking

Pierre-Olivier Goffard , Pierrick Piette , Gareth W. Peters
2023
Pré-publication, Document de travail hal-04297811v1
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Polynomial approximations for bivariate aggregate claims amount probability distributions

Pierre-Olivier Goffard , S Loisel , D Pommeret
2015
Pré-publication, Document de travail hal-01098336v3
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Empirical risk analysis of mining a Proof-of-Work blockchain

Hansjoerg Albrecher , Dina Finger , Pierre-Olivier Goffard
2023
Pré-publication, Document de travail hal-04297820v1
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Sequential Monte Carlo samplers to fit and compare insurance loss models

Pierre-Olivier Goffard
2022
Pré-publication, Document de travail hal-03263471v3
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Boundary Crossing of Order Statistics Point Processes

Pierre-Olivier Goffard , Claude Lefèvre
Journal of Mathematical Analysis and Applications, 2016
Article dans une revue hal-01354276v2
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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
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Lessons learnt from the use of compartmental models over the COVID-19 induced lockdown in France

Romain Gauchon , Nicolas Ponthus , Catherine Pothier , Christophe Rigotti , Vitaly Volpert , et al.
[Research Report] Université Lyon 1; Ecole Centrale de Lyon; INSA Lyon. 2021, p. 39
Rapport hal-03341704v1
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Orthonormal polynomial expansions and lognormal sum densities

Søren Asmussen , Pierre-Olivier Goffard , Patrick Laub
Risk and Stochastics, WORLD SCIENTIFIC (EUROPE), pp.127-150, 2019, ⟨10.1142/9781786341952_0008⟩
Chapitre d'ouvrage hal-01249930v1

Polynomial approximations for bivariate aggregate claims amount probability distributions

Pierre-Olivier Goffard , Stéphane Loisel , Denys Pommeret
Methodology and Computing in Applied Probability, 2017, 19 (1), pp.151-174. ⟨10.1007/s11009-015-9470-7⟩
Article dans une revue hal-01292949v1
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Goodness-of-fit tests for compound distributions with applications in insurance

Pierre-Olivier Goffard , S. Rao Jammalamadaka , S G Meintanis
Journal of Statistical Theory and Practice, 2022, 16 (3), pp.52. ⟨10.1007/s42519-022-00276-6⟩
Article dans une revue hal-02120870v2
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EXPONENTIAL CONVERGENCE RATE OF RUIN PROBABILITIES FOR LEVEL-DEPENDENT LEVY-DRIVEN RISK PROCESSES

Pierre-Olivier Goffard , Andrey Sarantsev
Journal of Applied Probability, In press
Article dans une revue hal-01612933v3
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Duality in ruin problems for ordered risk models

Pierre-Olivier Goffard , Claude Lefèvre
Insurance: Mathematics and Economics, 2018, 78, pp.44-52. ⟨10.1016/j.insmatheco.2017.11.005⟩
Article dans une revue hal-01398910v2
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A polynomial expansion to approximate the ultimate ruin probability in the compound Poisson ruin model

Pierre-Olivier Goffard , Stéphane Loisel , Denys Pommeret
Journal of Computational and Applied Mathematics, 2015, 296 (April 2016), pp.499-511. ⟨10.1016/j.cam.2015.06.003⟩
Article dans une revue hal-00853680v2