Articles dans des revues avec comité de lecture (113)
  1. 29. Lefèvre, C., & Picard, P. (2011). Polynomial structures in rank statistics distributions. Journal of statistical planning and inference, 141, 1380-1393.
  2. 30. Gathy, M., & Lefèvre, C. (2010). On the Lagrangian Katz family of distributions as a claim frequency model. Insurance. Mathematics & economics, 47(1), 76-83. doi:10.1016/j.insmatheco.2010.03.010
  3. 31. Lefèvre, C., & Loisel, S. (2010). Stationary-excess operator and convex stochastic orders. Insurance. Mathematics & economics, 47(1), 64-75. doi:10.1016/j.insmatheco.2010.03.009
  4. 32. Lefèvre, C., & Gathy, M. (2009). On Markov-Polya distribution and the Katz family of distributions. Communications in statistics. Theory and methods. doi:10.1080/03610920903427784
  5. 33. Lefèvre, C., & Gathy, M. (2009). From damage models to SIR epidemics and cascading failures. Advances in Applied Probability, 41, 247-269. doi:10.1239/aap/1240319584
  6. 34. Lefèvre, C., & Loisel, S. (2009). Finite-time ruin probabilities for discrete, possibly dependent, claim severities. Methodology and Computing in Applied Probability, 11, 425-441.
  7. 35. Biard, R., Lefèvre, C., & Loisel, S. (2008). Impact of correlation crises in risk theory: Asymptotics of finite-time ruin probabilities for heavy-tailed claim amounts when some independence and stationarity assumptions are relaxed. Insurance. Mathematics & economics, 43(3), 412-421. doi:10.1016/j.insmatheco.2008.08.004
  8. 36. Lefèvre, C., Biard, R., & Loisel, S. (2008). Impact of correlation crises in risk theory: Asymptotics of finite-time ruin probabilities for heavy-tailed claim amounts when some independence and stationary assumptions are relaxed. Insurance. Mathematics & economics, 43, 412-421.
  9. 37. Lefèvre, C., & Coulibaly, I. (2008). On a simple quasi-Monte Carlo approach for classical ultimate ruin probabilities. Insurance. Mathematics & economics, 42, 935-942. doi:10.1016/j.insmatheco.2007.10.008
  10. 38. Lefèvre, C., & Loisel, S. (2008). On finite-time ruin probabilities for classical risk models. Scandinavian actuarial journal, 1, 41-60.
  11. 39. Lefèvre, C. (2007). Discrete compound Poisson process with curved boundaries: polynomial structures and recursions. Methodology and Computing in Applied Probability, 9, 243-262.
  12. 40. Lefèvre, C. (2007). First-crossing and ballot-type results for some non-stationary sequences. Advances in Applied Probability, 39, 492-509.
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