Zobrazeno 1 - 10
of 31
pro vyhledávání: '"Biard, Romain"'
Autor:
Biard, Romain
Cette thèse présente de nouveaux modèles et de nouveaux résultats en théorie de la ruine, lorsque les distributions des montants de sinistres sont à queue épaisse. Les hypothèses classiques d’indépendance et de stationnarité, ainsi que l
Externí odkaz:
http://www.theses.fr/2010LYO10182/document
Autor:
Biard, Romain1 (AUTHOR) romain.biard@univ-fcomte.fr, Deschamps, Marc2,3 (AUTHOR) marc.deschamps@univ-fcomte.fr, Diss, Mostapha2,4 (AUTHOR) mostapha.diss@univ-fcomte.fr, Roussel, Alexis2 (AUTHOR) alexis.roussel@univ-fcomte.fr
Publikováno v:
International Game Theory Review. Jun2024, Vol. 26 Issue 2, p1-26. 26p.
Publikováno v:
In Stochastic Processes and their Applications July 2018 128(7):2341-2366
Autor:
BIARD, ROMAIN, SAUSSEREAU, BRUNO
Publikováno v:
Journal of Applied Probability, 2014 Sep 01. 51(3), 727-740.
Externí odkaz:
https://www.jstor.org/stable/43283370
Autor:
Mefleh, Aline1,2 (AUTHOR) aline.mefleh@hotmail.com, Biard, Romain2 (AUTHOR), Dombry, Clément2 (AUTHOR), Khraibani, Zaher1 (AUTHOR)
Publikováno v:
Extremes. Mar2020, Vol. 23 Issue 1, p85-115. 31p.
Publikováno v:
In Insurance Mathematics and Economics 2008 43(3):412-421
Akademický článek
Tento výsledek nelze pro nepřihlášené uživatele zobrazit.
K zobrazení výsledku je třeba se přihlásit.
K zobrazení výsledku je třeba se přihlásit.
Publikováno v:
Applied Stochastic Models in Business & Industry. Sep/Oct2011, Vol. 27 Issue 5, p503-518. 16p. 2 Charts, 6 Graphs.
Autor:
Asmussen, Søren, Biard, Romain
Publikováno v:
Asmussen, S & Biard, R 2011 ' Ruin probabilities for a regenerative Poisson gap generated risk process ' Thiele Centre, Institut for Matematiske Fag, Aarhus Universitet .
A risk process with constant premium rate c and Poisson arrivals of claims is considered. A threshold r is defined for claim interarrival times, such that if k consecutive interarrival times are larger than r, then the next claim has distribution G.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::d5fcb9bd2949f7d8aa4a5df45fd7d03a
https://pure.au.dk/portal/da/publications/ruin-probabilities-for-a-regenerative-poisson-gap-generated-risk-process(f5d8847f-9428-45ab-bf53-fa3ebb802572).html
https://pure.au.dk/portal/da/publications/ruin-probabilities-for-a-regenerative-poisson-gap-generated-risk-process(f5d8847f-9428-45ab-bf53-fa3ebb802572).html
Autor:
Biard, Romain
This PhD thesis presents new models and new results in ruin theory, in the case where claim amounts are heavy-tailed distributed. Classical assumptions like independence and stationarity and univariate analysis are sometimes too restrictive to descri
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______166::7f3bb3150a0f8a94b23ca0a3172104c8
https://theses.hal.science/tel-00539886
https://theses.hal.science/tel-00539886