Claude Lefèvre

On finite-time ruin probabilities for classical risk models

Claude Lefèvre, Stéphane Loisel · Scandinavian Actuarial Journal · 2007 · 50 citations · Full text

Classical Compound Binomial, Engineering, Entropy +11

Finite-Time Ruin Probabilities for Discrete, Possibly Dependent, Claim Severities

Claude Lefèvre, Stéphane Loisel · Methodology And Computing In Applied Probability · 2009 · 32 citations

Reliability Engineering, Engineering, Discrete Probability +5

Problèmes de ruine en théorie du risque à temps discret avec horizon fini

Philippe Picard, Claude Lefèvre, Ibrahim Coulibaly · Journal of Applied Probability · 2003 · 22 citations

Option Pricing, French, Appell Polynomials +10

RISK MODELS IN INSURANCE AND EPIDEMICS: A BRIDGE THROUGH RANDOMIZED POLYNOMIALS

Claude Lefèvre, Philippe Picard · Probability in the Engineering and Informational Sciences · 2015 · 22 citations

Engineering, Discrete Probability, Computational Epidemiology +16

On the first crossing of the surplus process with a given upper barrier

Philippe Picard, Claude Lefèvre · Insurance Mathematics and Economics · 1994 · 18 citations

Upper Barrier, Economics, First Crossing +3