Zobrazeno 1 - 10
of 181
pro vyhledávání: '"Claude Lefèvre"'
Publikováno v:
Risks, Vol 12, Iss 5, p 83 (2024)
In this research, we consider cyber risk in insurance using a quantum approach, with a focus on the differences between reported cyber claims and the number of cyber attacks that caused them. Unlike the traditional probabilistic approach, quantum mod
Externí odkaz:
https://doaj.org/article/66180fed10cc4f60832e0132cdeb5f55
Publikováno v:
Quantitative Finance and Economics, Vol 3, Iss 3, Pp 490-507 (2019)
The paper proposes to treat financial models using techniques of quantum mechanics. The methodology relies on the Dirac matrix formalism and the Feynman path integral approach. This leads us to reexamine in this framework the classical option pricing
Externí odkaz:
https://doaj.org/article/1db798ef518041408522a64797025860
Autor:
Claude Lefèvre, Philippe Picard
Publikováno v:
Risks, Vol 1, Iss 3, Pp 192-212 (2013)
This paper is concerned with an insurance risk model whose claim process is described by a Lévy subordinator process. Lévy-type risk models have been the object of much research in recent years. Our purpose is to present, in the case of a subordina
Externí odkaz:
https://doaj.org/article/797a99de5fcf42b4835829d1a85219b0
Publikováno v:
Risks, Vol 6, Iss 3, p 99 (2018)
A quantum mechanics approach is proposed to model non-life insurance risks and to compute the future reserve amounts and the ruin probabilities. The claim data, historical or simulated, are treated as coming from quantum observables and analyzed with
Externí odkaz:
https://doaj.org/article/c42d68a153654cfd854f1e18e541312a
Publikováno v:
Journal of Numerical Analysis and Approximation Theory, Vol 32, Iss 2 (2003)
The motivation of the paper is to construct the largest and smallest families of functions that allow us to generate the bivariate continuous stochastic orderings of increasing convex type introduced recently in Denuit et al. (1999). The main step wi
Externí odkaz:
https://doaj.org/article/cd8c9902099a40659e0cebecadc95d1b
Publikováno v:
Insurance: Mathematics and Economics. 107:123-139
Autor:
Claude Lefèvre, Matthieu Simon
Publikováno v:
Methodology and Computing in Applied Probability
The paper deals with the problem of possible ruin when providing insurance coverage for an epidemic. The model studied is an SIS type epidemic which generalizes the well-known logistic model. Contractually, the premiums are paid by susceptible people
Publikováno v:
Technè. :22-27
Autor:
Claude Lefèvre, Muhsin Tamturk
Publikováno v:
Journal of Statistical Theory and Practice. 16
Autor:
Claude Lefèvre, Matthieu Simon
Publikováno v:
Advances in Applied Probability. 53:484-509
The paper discusses the risk of ruin in insurance coverage of an epidemic in a closed population. The model studied is an extended susceptible–infective–removed (SIR) epidemic model built by Lefèvre and Simon (Methodology Comput. Appl. Prob.22,