Articles dans des revues avec comité de lecture (113)
  1. 17. Kacem, M., Loisel, S., & Lefèvre, C. (2015). Convex extrema for nonincreasing discrete distributions: Effects of convexity constraints. Journal of mathematical analysis and applications, 423(2), 1774-1791. doi:10.1016/j.jmaa.2014.10.071
  2. 18. Lefèvre, C., & Picard, P. (2014). Ruin Probabilities for Risk Models with Ordered Claim Arrivals. Methodology and Computing in Applied Probability, 16(4), 885-905. doi:10.1007/s11009-013-9334-y
  3. 19. Lefèvre, C., & Picard, P. (2014). Appell pseudopolynomials and Erlang-type risk models. Stochastics, 86(4), 676-695. doi:10.1080/17442508.2013.872645
  4. 20. Lefèvre, C., & Picard, P. (2013). Ruin time and severity for a lévy subordinator claim process: A simple approach. Risks, 1(3), 192-212. doi:10.3390/risks1030192
  5. 21. Castañer, A., Claramunt, M. M., & Lefèvre, C. (2013). Survival probabilities in bivariate risk models, with application to reinsurance. Insurance. Mathematics & economics, 53(3), 632-342. doi:10.1016/j.insmatheco.2013.09.001
  6. 22. Dutang, C., Lefèvre, C., & Loisel, S. (2013). On an asymptotic rule A + B / u for ultimate ruin probabilities under dependence by mixing. Insurance. Mathematics & economics, 53(3), 774-785. doi:10.1016/j.insmatheco.2013.09.020
  7. 23. Lefèvre, C., & Loisel, S. (2013). On multiply monotone distributions, continuous or discrete, with applications. Journal of Applied Probability, 50(3), 827-847. doi:10.1239/jap/1378401239
  8. 24. Castañer, A., Claramunt, M. M., Gathy, M., Lefèvre, C., & Mármol, M. (2013). Ruin problems for a discrete time risk model with non-homogeneous conditions. Scandinavian actuarial journal,(2), 83-102. doi:10.1080/03461238.2010.546144
  9. 25. Castañer, A., Claramunt, M. M., Lefèvre, C., Gathy, M., & Mármol, M. (2013). Ruin probabilities for a discrete time risk model with non-homogeneous conditions. Scandinavian actuarial journal, 2013(2), 83-102. doi:10.1080/03461238.2010.546144
  10. 26. Daly, F., Lefèvre, C., & Utev, S. (2012). Stein's method and stochastic orderings. Advances in Applied Probability, 44, 343-372.
  11. 27. Lefèvre, C., & Picard, P. (2011). A new look at the homogeneous risk model. Insurance. Mathematics & economics, 49, 512-519.
  12. 28. Biard, R., Lefèvre, C., Loisel, S., & Nagaraja, H. (2011). Asymptotic finite-time ruin probabilities for a class of path-dependent heavy-tailed claim amount using Poisson spacings. Applied stochastic models in business and industry, 27, 503-518. doi:10.1002/asmb.857
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