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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
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
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
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
Chapitre d'ouvrage
hal-01249930v1
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Polynomial approximations for bivariate aggregate claims amount probability distributions
Pierre-Olivier Goffard
,
Stéphane Loisel
,
Denys Pommeret
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
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
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
Article dans une revue
hal-00853680v2
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