Articles dans des revues avec comité de lecture (113)
53.
Lefèvre, C., Papathanasiou, V., & Utev, S. (2002). Generalized Pearson distributions and related characterization problems. Annals of the Institute of Statistical Mathematics, 54, 731-742.
54.
Denuit, M., Lefèvre, C., & Utev, S. (2002). Measuring the impact of dependence between claims occurences. Insurance. Mathematics & economics, 30, 1-19.
55.
Picard, P., & Lefèvre, C. (2001). On the probability of (non)-ruin in infinite time. Scandinavian actuarial journal, 2, 148-161.
56.
Denuit, M., & Lefèvre, C. (2001). Stochastics-(increasing) convexity. Lecture notes in economics and mathematical systems, 502, 167-182.
57.
Denuit, M., Lefèvre, C., & Scarsini, M. (2001). On s-convexity and risk aversion. Theory and decision, 50(3), 239-248. doi:10.1023/A:1010336203373
58.
Lefèvre, C., & Utev, S. (2001). Comparison of individual risk models. Insurance. Mathematics & economics, 28, 21-30.
59.
Denuit, M., Lefèvre, C., & Shaked, M. (2000). Stochastic convexity of the Poisson mixture model. Methodology and Computing in Applied Probability, 2, 231-254.
60.
Denuit, M., Lefèvre, C., & Shaked, M. (2000). On s-convex approximations. Advances in Applied Probability, 32(4), 994-1010. doi:10.1239/aap/1013540344
61.
Denuit, M., Lefèvre, C., & Shaked, M. (2000). On the theory of high convexity stochastic orders. Statistics & probability letters, 47, 287-293.
62.
Lefèvre, C., & Picard, P. (1999). Abel-Gontcharoff pseudopolynomials and the exact final outcome of SIR epidemic models (III). Advances in Applied Probability, 31(2), 532-550. doi:10.1017/S0001867800009228
63.
Denuit, M., Lefèvre, C., & Mesfioui, M. (1999). On s-convex stochastic extrema for arithmetic risks. Insurance. Mathematics & economics, 25, 143-155.
64.
Denuit, M., Lefèvre, C., & Utev, S. (1999). Stochastic orderings of convex/concave type on an arbitrary grid. Mathematics of operations research, 24, 835-846.