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Author ID: biard.romain Recent zbMATH articles by "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

Publications by Year

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
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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
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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

Citations by Year