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; 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
Kacem, Manel; Loisel, Stéphane; Maume-Deschamps, Véronique Some mixing properties of conditionally independent processes. (English) Zbl 1338.60070 Commun. Stat., Theory Methods 45, No. 5, 1241-1259 (2016). MSC: 60F05 60E15 60G10 91B30 PDFBibTeX XMLCite \textit{M. Kacem} et al., Commun. Stat., Theory Methods 45, No. 5, 1241--1259 (2016; Zbl 1338.60070) Full Text: DOI
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
Loisel, Stéphane; Trufin, Julien Properties of a risk measure derived from the expected area in red. (English) Zbl 1296.91163 Insur. Math. Econ. 55, 191-199 (2014). MSC: 91B30 60K10 60E15 PDFBibTeX XMLCite \textit{S. Loisel} and \textit{J. Trufin}, Insur. Math. Econ. 55, 191--199 (2014; Zbl 1296.91163) 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
Bargès, Mathieu; Loisel, Stéphane; Venel, Xavier On finite-time ruin probabilities with reinsurance cycles influenced by large claims. (English) Zbl 1292.91089 Scand. Actuar. J. 2013, No. 3, 164-186 (2013). Reviewer: Tamás Mátrai (Budapest) MSC: 91B30 91B74 60K20 PDFBibTeX XMLCite \textit{M. Bargès} et al., Scand. Actuar. J. 2013, No. 3, 164--186 (2013; Zbl 1292.91089) Full Text: DOI HAL
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