Avram, Florin; Biard, Romain; Dutang, Christophe; Loisel, Stéphane; Rabehasaina, Landy A survey of some recent results on risk theory. (English) Zbl 1338.62186 ESAIM, Proc. 44, 322-337 (2014). MSC: 62P05 91B30 62-02 PDFBibTeX XMLCite \textit{F. Avram} et al., ESAIM, Proc. 44, 322--337 (2014; Zbl 1338.62186) Full Text: DOI
Asmussen, Søren; Biard, Romain Ruin probabilities for a regenerative Poisson gap generated risk process. (English) Zbl 1229.91151 Eur. Actuar. J. 1, No. 1, 3-22 (2011). Reviewer: Hanspeter Schmidli (Köln) MSC: 91B30 60F10 60K20 60K05 60G44 PDFBibTeX XMLCite \textit{S. Asmussen} and \textit{R. Biard}, Eur. Actuar. J. 1, No. 1, 3--22 (2011; Zbl 1229.91151) Full Text: DOI
Biard, Romain; Lefèvre, Claude; Loisel, Stéphane 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. (English) Zbl 1152.91565 Insur. Math. Econ. 43, No. 3, 412-421 (2008). MSC: 91B30 60J99 60K10 PDFBibTeX XMLCite \textit{R. Biard} et al., Insur. Math. Econ. 43, No. 3, 412--421 (2008; Zbl 1152.91565) Full Text: DOI