Mercè Claramunt, M.; Lefèvre, Claude; Loisel, Stéphane; Montesinos, Pierre Basis risk management and randomly scaled uncertainty. (English) Zbl 1508.91481 Insur. Math. Econ. 107, 123-139 (2022). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G05 PDFBibTeX XMLCite \textit{M. Mercè Claramunt} et al., Insur. Math. Econ. 107, 123--139 (2022; Zbl 1508.91481) Full Text: DOI
Lefèvre, Claude On partially Schur-constant models and their associated copulas. (English) Zbl 1493.62272 Depend. Model. 9, 225-242 (2021). MSC: 62H05 62H10 60G09 PDFBibTeX XMLCite \textit{C. Lefèvre}, Depend. Model. 9, 225--242 (2021; Zbl 1493.62272) Full Text: DOI
Lefèvre, Claude; Loisel, Stéphane; Montesinos, Pierre On \(s\)-convex bounds for Beta-unimodal distributions with applications to basis risk assessment. (English) Zbl 1471.91467 Scand. Actuar. J. 2021, No. 6, 476-504 (2021). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G05 PDFBibTeX XMLCite \textit{C. Lefèvre} et al., Scand. Actuar. J. 2021, No. 6, 476--504 (2021; Zbl 1471.91467) Full Text: DOI
Dutang, C.; Lefèvre, C.; Loisel, S. On an asymptotic rule \(A+B/u\) for ultimate ruin probabilities under dependence by mixing. (English) Zbl 1290.91084 Insur. Math. Econ. 53, No. 3, 774-785 (2013). MSC: 91B30 62P05 62H05 PDFBibTeX XMLCite \textit{C. Dutang} et al., Insur. Math. Econ. 53, No. 3, 774--785 (2013; Zbl 1290.91084) Full Text: DOI
Lefèvre, Claude; Picard, Philippe A new look at the homogeneous risk model. (English) Zbl 1229.91162 Insur. Math. Econ. 49, No. 3, 512-519 (2011). MSC: 91B30 62P05 PDFBibTeX XMLCite \textit{C. Lefèvre} and \textit{P. Picard}, Insur. Math. Econ. 49, No. 3, 512--519 (2011; Zbl 1229.91162) 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
Denuit, Michel; Lefèvre, Claude; Utev, Sergey Measuring the impact of dependence between claims occurrences. (English) Zbl 1033.62100 Insur. Math. Econ. 30, No. 1, 1-19 (2002). MSC: 62P05 91B30 60E15 PDFBibTeX XMLCite \textit{M. Denuit} et al., Insur. Math. Econ. 30, No. 1, 1--19 (2002; Zbl 1033.62100) Full Text: DOI