Edit Profile (opens in new tab) Biard, Romain Co-Author Distance Author ID: biard.romain Published as: Biard, Romain; Biard, R. External Links: MGP Documents Indexed: 9 Publications since 2008 Co-Authors: 13 Co-Authors with 9 Joint Publications 447 Co-Co-Authors all top 5 Co-Authors 0 single-authored 3 Loisel, Stéphane 2 Dombry, Clément 2 Khraibani, Zaher 2 Mefleh, Aline 2 Rabehasaina, Landy 2 Saussereau, Bruno 1 Asmussen, Søren 1 Avram, Florin 1 Dutang, Christophe 1 Lefèvre, Claude 1 Macci, Claudio 1 Mallein, Bastien 1 Veraverbeke, Noël all top 5 Serials 2 Journal of Applied Probability 1 Journal of Mathematical Analysis and Applications 1 Insurance Mathematics & Economics 1 Communications in Statistics. Simulation and Computation 1 Stochastic Processes and their Applications 1 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings 1 Extremes 1 European Actuarial Journal Fields 6 Probability theory and stochastic processes (60-XX) 6 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 4 Statistics (62-XX) 2 Special functions (33-XX) 1 Biology and other natural sciences (92-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 8 Publications have been cited 63 times in 61 Documents Cited by ▼ Year ▼ Fractional Poisson process: long-range dependence and applications in ruin theory. Zbl 1312.60042 Biard, Romain; Saussereau, Bruno 26 2014 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. Zbl 1152.91565 Biard, Romain; Lefèvre, Claude; Loisel, Stéphane 17 2008 Ruin probabilities for a regenerative Poisson gap generated risk process. Zbl 1229.91151 Asmussen, Søren; Biard, Romain 7 2011 Asymptotic behavior of the finite-time expected time-integrated negative part of some risk processes and optimal reserve allocation. Zbl 1192.91111 Biard, R.; Loisel, S.; Macci, C.; Veraverbeke, N. 7 2010 A survey of some recent results on risk theory. Zbl 1338.62186 Avram, Florin; Biard, Romain; Dutang, Christophe; Loisel, Stéphane; Rabehasaina, Landy 2 2014 Trend detection for heteroscedastic extremes. Zbl 1436.62177 Mefleh, Aline; Biard, Romain; Dombry, Clément; Khraibani, Zaher 2 2020 Correction to: “Fractional Poisson process: long-range dependence and applications in ruin theory”. Zbl 1453.60085 Biard, R.; Saussereau, B. 1 2016 Permutation bootstrap and the block maxima method. Zbl 1489.62156 Mefleh, Aline; Biard, Romain; Dombry, Clément; Khraibani, Zaher 1 2021 Permutation bootstrap and the block maxima method. Zbl 1489.62156 Mefleh, Aline; Biard, Romain; Dombry, Clément; Khraibani, Zaher 1 2021 Trend detection for heteroscedastic extremes. Zbl 1436.62177 Mefleh, Aline; Biard, Romain; Dombry, Clément; Khraibani, Zaher 2 2020 Correction to: “Fractional Poisson process: long-range dependence and applications in ruin theory”. Zbl 1453.60085 Biard, R.; Saussereau, B. 1 2016 Fractional Poisson process: long-range dependence and applications in ruin theory. Zbl 1312.60042 Biard, Romain; Saussereau, Bruno 26 2014 A survey of some recent results on risk theory. Zbl 1338.62186 Avram, Florin; Biard, Romain; Dutang, Christophe; Loisel, Stéphane; Rabehasaina, Landy 2 2014 Ruin probabilities for a regenerative Poisson gap generated risk process. Zbl 1229.91151 Asmussen, Søren; Biard, Romain 7 2011 Asymptotic behavior of the finite-time expected time-integrated negative part of some risk processes and optimal reserve allocation. Zbl 1192.91111 Biard, R.; Loisel, S.; Macci, C.; Veraverbeke, N. 7 2010 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. Zbl 1152.91565 Biard, Romain; Lefèvre, Claude; Loisel, Stéphane 17 2008 all cited Publications top 5 cited Publications all top 5 Cited by 107 Authors 8 Loisel, Stéphane 5 Kataria, Kuldeep Kumar 4 Khandakar, Mostafizar 4 Maheshwari, Aditya 3 Rabehasaina, Landy 3 Vellaisamy, Palaniappan 2 Asmussen, Søren 2 Avram, Florin 2 Beghin, Luisa 2 Biard, Romain 2 Hainaut, Donatien 2 Kortschak, Dominik 2 Kumar, Arun 2 Li, Jinzhu 2 Li, Xiaohu 2 Macci, Claudio 2 Milhaud, Xavier 2 Trufin, Julien 2 Woo, Jae-Kyung 2 Wu, Jintang 1 Albrecher, Hansjörg 1 Andreoli, Alessandro 1 Ballestra, Luca Vincenzo 1 Barbu, Vlad Stefan 1 Bargès, Mathieu 1 Barro, Diakarya 1 Beltaief, Slim 1 Bendong, Jerome B. 1 Béwentaoré, Sawadogo 1 Burnecki, Krzysztof 1 Callant, Julien 1 Caputo, Michele 1 Cénac, Peggy 1 Chen, Yiqing 1 Cheung, Eric C. K. 1 Coen, Arrigo 1 Constantinescu, Corina D. 1 Costabile, Massimo 1 da Silva, José Luís 1 De Angelis, Paolo 1 De Marchis, Roberto 1 Dutang, Christophe 1 Finkelstein, Maxim 1 Foss, Sergey G. 1 Goyal, Dheeraj 1 Grahovac, Danijel 1 Gupta, Neha 1 Hazra, Nil Kamal 1 He, Yue 1 Hübnerová, Zuzana 1 Kadankova, Tat’yana V. 1 Kawai, Reiichiro 1 Kulik, Rafał 1 Landriault, David 1 Lefèvre, Claude 1 Leonenko, Nikolai N. 1 Liu, Jingchen 1 Loeffen, Ronnie L. 1 Lu, Dawei 1 Marino, Mario 1 Martire, Antonio Luciano 1 Massabó, Ivar 1 Maume-Deschamps, Véronique 1 Mazza, Christian 1 Mefleh, Aline 1 Mena, Ramsés H. 1 Menchavez, Sheila M. 1 Nane, Erkan 1 Németh, László 1 Ng, Wing Chun Vincent 1 Nichil, Geoffrey 1 Oliva, Immacolata 1 Pacelli, Graziella 1 Palmowski, Zbigniew 1 Patie, Pierre 1 Pergamenshchikov, Sergeĭ Markovich 1 Prieur, Clémentine 1 Ramirez, Jorge M. 1 Renaud, Jean-François 1 Riahi, Anis 1 Ribereau, Pierre 1 Rullière, Didier 1 Russo, Emilio 1 Scalas, Enrico 1 Sengar, Ayushi Singh 1 Shen, Xinmei 1 Singh, Reetendra 1 Tang, Qihe 1 Teuerle, Marek A. 1 Trinh, Mailan 1 Upadhye, Neelesh S. 1 Vallois, Pierre 1 Vardar-Acar, Ceren 1 Venel, Xavier 1 Veraverbeke, Noël 1 Volf, Petr 1 Wilkowska, Aleksandra 1 Wu, Rong 1 Xu, Ran 1 Yuan, Meng ...and 7 more Authors all top 5 Cited in 36 Serials 6 Insurance Mathematics & Economics 4 Methodology and Computing in Applied Probability 3 Journal of Mathematical Analysis and Applications 3 Journal of Applied Probability 3 Statistics & Probability Letters 3 Journal of Theoretical Probability 3 European Journal of Operational Research 2 Journal of Computational and Applied Mathematics 2 Communications in Statistics. Theory and Methods 2 Stochastic Processes and their Applications 2 Random Operators and Stochastic Equations 2 Scandinavian Actuarial Journal 1 Advances in Applied Probability 1 Annals of the Institute of Statistical Mathematics 1 International Journal of Mathematics and Mathematical Sciences 1 Journal of Statistical Planning and Inference 1 Kybernetika 1 Siberian Mathematical Journal 1 Transactions of the American Mathematical Society 1 Probability and Mathematical Statistics 1 Stochastic Analysis and Applications 1 Queueing Systems 1 Communications in Statistics. Simulation and Computation 1 Finance and Stochastics 1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 1 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings 1 Infinite Dimensional Analysis, Quantum Probability and Related Topics 1 Discrete Dynamics in Nature and Society 1 Applied Mathematics E-Notes 1 Stochastic Models 1 ASTIN Bulletin 1 Stochastics 1 ALEA. Latin American Journal of Probability and Mathematical Statistics 1 Statistics & Risk Modeling 1 Mathematica Applicanda 1 Modern Stochastics. Theory and Applications all top 5 Cited in 12 Fields 42 Probability theory and stochastic processes (60-XX) 32 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 19 Statistics (62-XX) 5 Operations research, mathematical programming (90-XX) 3 Special functions (33-XX) 2 Real functions (26-XX) 2 Functional analysis (46-XX) 2 Numerical analysis (65-XX) 1 Measure and integration (28-XX) 1 Integral equations (45-XX) 1 Operator theory (47-XX) 1 Biology and other natural sciences (92-XX) Citations by Year