## Lefèvre, Claude

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 Author ID: lefevre.claude Published as: Lefèvre, Claude; Lefevre, Claude; Lefèvre, C.; Lefevre, Cl.; Lefevre, C.; Lefévre, Claude; Lefèvre, Cl.; Lefèvres, Claude Homepage: https://claude.lefevre.web.ulb.be/ External Links: MGP · dblp
 Documents Indexed: 147 Publications since 1971, including 1 Book 2 Contributions as Editor Biographic References: 1 Publication Co-Authors: 52 Co-Authors with 128 Joint Publications 814 Co-Co-Authors
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### Co-Authors

 21 single-authored 47 Picard, Philippe 17 Utev, Sergey 16 Denuit, Michel M. 11 Loisel, Stéphane 7 Simon, Matthieu 6 de Palma, André 5 Malice, Marie-Pierre 4 Castañer, Anna 4 Claramunt, M. Mercè 4 Gathy, Maude 4 Mesfioui, Mhamed 4 Shaked, Moshe 3 Coulibaly, Ibrahim 3 Droesbeke, Fernand 3 Hallin, Marc 3 Kryscio, Richard J. 2 Bertrand, Pierre 2 Blanc-Lapierre, Andre 2 Gabriel, Jean-Pierre 2 Goffard, Pierre-Olivier 1 Becker, Niels G. 1 Ben-Akiva, Moshe E. 1 Biard, Romain 1 Daly, Fraser 1 de Calan, Guy 1 De Vylder, Etienne F. 1 Dutang, Christophe 1 Ingenbleek, Jean-François 1 Jacquez, John A. 1 Kacem, Manel 1 Kiehm, Jean-Luc 1 Kissami, Abdelghani 1 Laloyaux, Philippe 1 Le Cardinal, Gilles 1 Mármol, Maite 1 Mélard, Guy 1 Michaletzky, Gyórgy 1 Milhaud, Xavier 1 Montesinos, Pierre 1 Narayan, Prakash 1 Papathanasiou, Vasilis 1 Puri, Madan Lal 1 Saleh, Fathi Assan 1 Saunders, Roy 1 Scarsini, Marco 1 Stéphane, Loisel 1 Trufin, Julien 1 Utev, S. A. 1 Utev, Sergei 1 Utev, Sergej 1 Walter, Eric 1 Zuyderhoff, Pierre
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### Serials

 19 Journal of Applied Probability 18 Insurance Mathematics & Economics 14 Advances in Applied Probability 9 Methodology and Computing in Applied Probability 7 Mathematical Biosciences 5 Cahiers du Centre d’Études de Recherche Opérationnelle 5 Comptes Rendus Hebdomadaires des Séances de l’Académie des Sciences, Série A 4 Scandinavian Actuarial Journal 3 International Journal of Systems Science 3 Journal of Mathematical Analysis and Applications 3 Journal of Multivariate Analysis 3 Journal of Statistical Planning and Inference 3 Stochastic Processes and their Applications 3 Probability in the Engineering and Informational Sciences 2 Computers & Mathematics with Applications 2 Journal of Mathematical Biology 2 Biometrical Journal 2 The Journal of Mathematical Sociology 2 Scandinavian Actuarial Journal 2 Communications in Statistics. Theory and Methods 2 Stochastics 1 Bulletin of Mathematical Biology 1 Annals of the Institute of Statistical Mathematics 1 The Annals of Probability 1 Applied Mathematics and Computation 1 Biometrika 1 Mathematics of Operations Research 1 Operations Research 1 RAIRO. Recherche Opérationnelle 1 Siberian Mathematical Journal 1 Theory and Decision 1 Statistics & Probability Letters 1 Stochastic Analysis and Applications 1 Mathematical Modelling 1 Communications in Statistics. Stochastic Models 1 Belgian Journal of Operations Research, Statistics and Computer Science (JORBEL) 1 Probability Theory and Related Fields 1 Journal of Theoretical Probability 1 Mathematical and Computer Modelling 1 Revue Internationale de Systémique 1 Revue d’Analyse Numérique et de Théorie de l’Approximation 1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 1 Mathematical Inequalities & Applications 1 Applied Stochastic Models in Business and Industry 1 Stochastic Models 1 Lecture Notes in Biomathematics 1 Dependence Modeling
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### Fields

 94 Probability theory and stochastic processes (60-XX) 54 Biology and other natural sciences (92-XX) 46 Statistics (62-XX) 42 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 11 Operations research, mathematical programming (90-XX) 7 Systems theory; control (93-XX) 6 Field theory and polynomials (12-XX) 5 Special functions (33-XX) 2 General and overarching topics; collections (00-XX) 2 Calculus of variations and optimal control; optimization (49-XX) 2 Numerical analysis (65-XX) 1 Real functions (26-XX) 1 Ordinary differential equations (34-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Difference and functional equations (39-XX) 1 Abstract harmonic analysis (43-XX) 1 Functional analysis (46-XX) 1 Operator theory (47-XX) 1 General topology (54-XX)

### Citations contained in zbMATH Open

112 Publications have been cited 892 times in 479 Documents Cited by Year
The $$s$$-convex orders among real random variables, with applications. Zbl 0916.60011
Denuit, Michel; Lefevre, Claude; Shaked, Moshe
1998
The probability of ruin in finite time with discrete claim size distribution. Zbl 0926.62103
Picard, Philippe; Lefèvre, Claude
1997
On the extinction of the S-I-S stochastic logistic epidemic. Zbl 0687.92012
Kryscio, Richard J.; Lefèvre, Claude
1989
A unified analysis of the final size and severity distribution in collective Reed-Frost epidemic processes. Zbl 0719.92021
Picard, Philippe; Lefèvre, Claude
1990
Comparing sums of exchangeable Bernoulli random variables. Zbl 0855.60017
Lefèvre, Claude; Utev, Sergey
1996
Extremal generators and extremal distributions for the continuous $$s$$-convex stochastic orderings. Zbl 0942.60002
Denuit, Michel; De Vylder, Etienne; Lefèvre, Claude
1999
Some new classes of stochastic order relations among arithmetic random variables, with applications in actuarial sciences. Zbl 0903.60016
Denuit, Michel; Lefèvre, Claude
1997
On finite-time ruin probabilities for classical risk models. Zbl 1164.91033
Lefèvre, Claude; Stéphane, Loisel
2008
A class of bivariate stochastic orderings, with applications in actuarial sciences. Zbl 0966.60007
Denuit, Michel; Lefèvre, Claude; Mesfioui, M’hamed
1999
A non-standard family of polynomials and the final size distribution of Reed-Frost epidemic processes. Zbl 0709.92020
Lefevre, Claude; Picard, Philippe
1990
First crossing of basic counting processes with lower nonlinear boundaries: A unified approach through pseudopolynomials. I. Zbl 0857.60085
Picard, Philippe; Lefèvre, Claude
1996
A new look at the homogeneous risk model. Zbl 1229.91162
Lefèvre, Claude; Picard, Philippe
2011
Finite-time ruin probabilities for discrete, possibly dependent, claim severities. Zbl 1170.91414
Lefèvre, Claude; Loisel, Stéphane
2009
Distribution of the final extent of a rumour process. Zbl 0796.60098
Lefevre, Claude; Picard, Philippe
1994
Multirisks model and finite-time ruin probabilities. Zbl 1035.62109
Picard, Philippe; Lefèvre, Claude; Coulibaly, Ibrahim
2003
The moments of ruin time in the classical risk model with discrete claim size distribution. Zbl 0957.62089
Picard, Philippe; Lefèvre, Claude
1998
Ruin problems in discrete time risk theory with finite horizon. (Problèmes de ruine en théorie du risque à temps discret avec horizon fini.) Zbl 1049.62113
Picard, Philippe; Lefèvre, Claude; Coulibaly, Ibrahim
2003
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
2008
A nonhomogeneous risk model for insurance. Zbl 1161.91418
Lefèvre, Cl.; Picard, Ph.
2006
On multiply monotone distributions, continuous or discrete, with applications. Zbl 1293.62028
Lefèvre, Claude; Loisel, Stéphane
2013
Measuring the impact of dependence between claims occurrences. Zbl 1033.62100
Denuit, Michel; Lefèvre, Claude; Utev, Sergey
2002
Generalized stochastic convexity and stochastic orderings of mixtures. Zbl 0966.60015
Denuit, Michel; Lefèvre, Claude; Utev, Sergey
1999
Ruin problems for a discrete time risk model with non-homogeneous conditions. Zbl 1280.91091
Castañer, Anna; Claramunt, M. Mercè; Gathy, Maude; Lefèvre, Claude; Mármol, Maite
2013
Discrete Schur-constant models. Zbl 1327.60038
Castañer, A.; Claramunt, M. M.; Lefèvre, C.; Loisel, S.
2015
Risk models in insurance and epidemics: a bridge through randomized polynomials. Zbl 1414.91212
Lefèvre, Claude; Picard, Philippe
2015
On the first crossing of the surplus process with a given upper barrier. Zbl 0806.62089
Picard, Philippe; Lefèvre, Claude
1994
On the first meeting or crossing of two independent trajectories for some counting processes. Zbl 1075.60564
Picard, Philippe; Lefèvre, Claude
2003
On $$s$$-convex stochastic extrema for arithmetic risks. Zbl 1006.91041
Denuit, Michel; Lefèvre, Claude; Mesfioui, M’hamed
1999
Probability of eventual ruin in a discrete-time risk model. (Probabilité de ruine éventuelle dans un modèle de risque à temps discret.) Zbl 1140.91408
Picard, Philippe; Lefèvre, Claude
2003
Exact norms of a Stein-type operator and associated stochastic orderings. Zbl 1039.60015
Lefèvre, Claude; Utev, Sergey
2003
Poisson approximation for the final state of a generalized epidemic process. Zbl 0833.60023
Lefèvre, Claude; Utev, Sergey
1995
Optimal control of a birth and death epidemic process. Zbl 0478.92014
Lefevre, Claude
1981
On the association of the lifelengths of components subjected to a stochastic environment. Zbl 0718.60102
Lefevre, Claude; Milhaud, Xavier
1990
Polynomial structures in order statistics distributions. Zbl 1031.62038
Denuit, M.; Lefèvre, Cl.; Picard, Ph.
2003
Branching approximation for the collective epidemic model. Zbl 0966.92023
Lefèvre, Claude; Utev, Sergey
1999
Ruin probabilities for risk models with ordered claim arrivals. Zbl 1307.91098
Lefèvre, Claude; Picard, Philippe
2014
An unusual stochastic order relation with some applications in sampling and epidemic theory. Zbl 0768.60011
Lefevre, Claude; Picard, Philippe
1993
Bounds for the expectation of linear combinations of order statistics with application to PERT networks. Zbl 0648.62021
Lefèvre, Claude
1986
On an asymptotic rule $$A+B/u$$ for ultimate ruin probabilities under dependence by mixing. Zbl 1290.91084
Dutang, C.; Lefèvre, C.; Loisel, S.
2013
On a system of components with joint lifetimes distributed as a mixture of independent exponential laws. Zbl 0675.60074
Lefèvre, Claude; Malice, Marie-Pierre
1989
Stein’s method and stochastic orderings. Zbl 1276.62015
Daly, Fraser; Lefèvre, Claude; Utev, Sergey
2012
Nonstationarity and randomization in the Reed-Frost epidemic model. Zbl 1099.92065
Lefèvre, Claude; Picard, Philippe
2005
Stochastic ordering of convex-type for discrete bivariate risks. Zbl 0922.62109
Denuit, Michel; Lefèvre, Claude; Mesfioui, M’Hamed
1999
Epidemic risk and insurance coverage. Zbl 1400.60098
Lefèvre, Claude; Picard, Philippe; Simon, Matthieu
2017
The dimension of Reed-Frost epidemic models with randomized susceptibility levels. Zbl 0742.92020
Picard, Philippe; Lefèvre, Claude
1991
On time-reversibility and the uniqueness of moving average representations for non-Gaussian stationary time series. Zbl 0644.62089
Hallin, Marc; Lefevre, Claude; Puri, Madan L.
1988
On order-preserving properties of probability metrics. Zbl 0926.60014
Lefèvre, Claude; Utev, Sergey
1998
Abel-Gontcharoff pseudopolynomials and the exact final outcome of SIR epidemic models. III. Zbl 0974.92028
Lefèvre, Claude; Picard, Philippe
1999
Distribution of the final state and severity of epidemics with fatal risk. Zbl 0783.60097
Picard, Philippe; Lefèvre, Claude
1993
An epidemic model with fatal risk. Zbl 0798.92027
Lefèvre, Claude; Picard, Philippe
1993
On the theory of high convexity stochastic orders. Zbl 0958.60011
Denuit, Michel; Lefèvre, Claude; Shaked, Moshe
2000
On the formulation of discrete-time epidemic models. Zbl 0669.92014
Lefevre, Claude; Picard, Philippe
1989
Comparisons for carrier-borne epidemics in heterogeneous and homogeneous populations. Zbl 0672.92015
Lefevre, Claude; Malice, Marie-Pierre
1988
Discrete compound Poisson process with curved boundaries: Polynomial structures and recur sions. Zbl 1122.60043
Lefèvre, Claude
2007
Stochastic $$s$$-(increasing) convexity. Zbl 0985.60019
Denuit, Michel; Lefèvre, Claude
2001
Markov property in discrete Schur-constant models. Zbl 1402.60092
Lefèvre, Claude; Loisel, Stéphane; Utev, Sergey
2018
Mixed Poisson approximation in the collective epidemic model. Zbl 0912.60042
Lefèvre, Claude; Utev, Sergei
1997
Boundary crossing of order statistics point processes. Zbl 1357.60053
Goffard, Pierre-Olivier; Lefèvre, Claude
2017
Stationary-excess operator and convex stochastic orders. Zbl 1231.91205
Lefèvre, Claude; Loisel, Stéphane
2010
Stochastic orderings of convex/concave-type on an arbitrary grid. Zbl 0984.60025
Denuit, Michel; Lefèvre, Claude; Utev, Sergey
1999
On $$s$$-convexity and risk aversion. Zbl 0987.91027
Denuit, Michel; Lefèvre, Claude; Scarsini, Marco
2001
SIR-type epidemic models as block-structured Markov processes. Zbl 1448.92314
Lefèvre, Claude; Simon, Matthieu
2020
A discrete time model for a S-I-S infectious disease with a random number of contacts between individuals. Zbl 0601.92028
Lefèvre, Claude; Malice, Marie-Pierre
1986
Corrigendum to: The moments of ruin time in the classical risk model with discrete claim size distribution. Zbl 1007.62529
Picard, Ph.; Lefèvre, C.
1999
Survival probabilities in bivariate risk models, with application to reinsurance. Zbl 1290.91077
Castañer, A.; Claramunt, M. M.; Lefèvre, C.
2013
First-crossing and ballot-type results for some nonstationary sequences. Zbl 1131.60035
Lefèvre, Claude
2007
On a simple quasi-Monte Carlo approach for classical ultimate ruin probabilities. Zbl 1141.91497
Coulibaly, Ibrahim; Lefèvre, Claude
2008
From damage models to SIR epidemics and cascading failures. Zbl 1191.60055
Gathy, Maude; Lefèvre, Claude
2009
Collective epidemic models. Zbl 0844.92023
Lefèvre, Claude; Picard, Philippe
1996
Simplification procedures for a probabilistic choice model. Zbl 0468.62008
de Palma, Andre; Lefevre, Claude
1981
SIR epidemics with stages of infection. Zbl 1352.92159
Lefèvre, Claude; Simon, Matthieu
2016
Interparticle dependence in a linear death process subjected to a random environment. Zbl 0716.60095
Lefèvre, Claude; Michaletzky, György
1990
The final size distribution of epidemics spread by infectives behaving independently. Zbl 0719.92020
Lefèvre, Claude; Picard, Philippe
1990
Implications of the learning curve for the diffusion of new consumer durables. Zbl 0611.90066
de Palma, André; Droesbeke, Fernand; Lefèvres, Claude
1987
Population systems with (non)-extensive interaction rates. Zbl 0647.92020
de Palma, A.; Lefevre, C.
1988
Generalized Pearson distributions and related characterization problems. Zbl 1051.62014
Lefèvre, Claude; Papathanasiou, Vasilis; Utev, Sergey
2002
Stochastic convexity of the Poisson mixture model. Zbl 0977.60010
Denuit, Michel; Lefèvre, Claude; Shaked, Moshe
2000
On $$s$$-convex approximations. Zbl 1158.60319
Denuit, Michel; Lefèvre, Claude; Shaked, Moshe
2000
On some effects of variability in the Weiss epidemic model. Zbl 0696.62370
Malice, Marie-Pierre; Lefèvre, Claude
1988
On the outcome of epidemics with detections. Zbl 1401.60147
Lefèvre, Claude; Picard, Philippe
2017
Convolution property and exponential bounds for symmetric monotone densities. Zbl 1291.60030
Lefèvre, Claude; Utev, Sergey
2013
On the Lagrangian Katz family of distributions as a claim frequency model. Zbl 1231.91188
Gathy, Maude; Lefèvre, Claude
2010
On the outcome of a cascading failure model. Zbl 1183.62177
Lefèvre, Claude
2006
On the probability of (non-) ruin in infinity time. Zbl 0979.91046
Picard, Philippe; Lefévre, Claude
2001
Optimal control of the simple stochastic epidemic with variable recovery rates. Zbl 0399.92021
Lefevre, Cl.
1979
Generalization of a control model for approximate chain-binomial epidemics. Zbl 0404.92016
Lefevre, Cl.
1979
Collective epidemic processes: A general modelling approach to the final outcome of SIR infectious diseases. Zbl 0839.92022
Lefèvre, Claude; Picard, Philippe
1995
Partially Schur-constant models. Zbl 1415.60034
Castañer, Anna; Claramunt, M. Mercè; Lefèvre, Claude; Loisel, Stéphane
2019
Another look at Gani’s carrier-borne epidemic model with two stages of infection. Zbl 0728.92022
Picar, Philipe; Lefèvre, Claude
1991
Measuring the severity of disease clustering using Tango’s index. Zbl 0729.92533
Kryscio, Richard J.; Lefevre, Claude
1991
On spline approximation for bivariate functions of increasing convex type. Zbl 1084.46503
Denuit, Michel; Lefévre, Claude; Mesfioui, Mhamed
2003
Threshold behaviour for a chain-binomial S-I-S infectious disease. Zbl 0611.92019
Lefèvre, Claude
1986
On fractional linear bounds for probability generating functions. Zbl 0615.60018
Lefevre, Claude; Hallin, Marc; Narayan, Prakash
1986
A dynamic model of peak period traffic flows and delays in a corridor. Zbl 0623.90019
de Palma, A.; Lefèvre, C.; Ben-Akiva, M.
1987
Final outcomes and disease insurance for a controlled epidemic model. Zbl 1419.91376
Lefèvre, Claude; Picard, Philippe
2018
On the general epidemic model in discrete time. Zbl 0565.92021
Malice, M.-P.; Lefevre, C.
1985
On the algebraic structure in Markovian processes of death and epidemic types. Zbl 0947.60078
Picard, Philippe; Lefèvre, Claude
1999
Polynomials, random walks and risk processes: a multivariate framework. Zbl 1370.60087
Lefèvre, Claude; Picard, Philippe
2016
Convex extrema for nonincreasing discrete distributions: effects of convexity constraints. Zbl 1382.60039
Kacem, Manel; Lefèvre, Claude; Loisel, Stéphane
2015
Asymptotic behavior of the final number of susceptible individuals in generalized epidemic processes. Zbl 0897.92032
Lefèvre, C.; Utev, S. A.
1996
Schur-constant and related dependence models, with application to ruin probabilities. Zbl 1476.60026
Lefèvre, Claude; Simon, Matthieu
2021
SIR-type epidemic models as block-structured Markov processes. Zbl 1448.92314
Lefèvre, Claude; Simon, Matthieu
2020
Partially Schur-constant models. Zbl 1415.60034
Castañer, Anna; Claramunt, M. Mercè; Lefèvre, Claude; Loisel, Stéphane
2019
Markov property in discrete Schur-constant models. Zbl 1402.60092
Lefèvre, Claude; Loisel, Stéphane; Utev, Sergey
2018
Final outcomes and disease insurance for a controlled epidemic model. Zbl 1419.91376
Lefèvre, Claude; Picard, Philippe
2018
Duality in ruin problems for ordered risk models. Zbl 1398.91329
Goffard, Pierre-Olivier; Lefèvre, Claude
2018
Cross-infection in epidemics spread by carriers. Zbl 1391.60187
Lefèvre, Claude; Simon, Matthieu
2018
Epidemic risk and insurance coverage. Zbl 1400.60098
Lefèvre, Claude; Picard, Philippe; Simon, Matthieu
2017
Boundary crossing of order statistics point processes. Zbl 1357.60053
Goffard, Pierre-Olivier; Lefèvre, Claude
2017
On the outcome of epidemics with detections. Zbl 1401.60147
Lefèvre, Claude; Picard, Philippe
2017
Some comparison results for finite-time ruin probabilities in the classical risk model. Zbl 1397.91289
Lefèvre, Claude; Trufin, Julien; Zuyderhoff, Pierre
2017
On finite exchangeable sequences and their dependence. Zbl 1403.60030
Lefèvre, Claude; Loisel, Stéphane; Utev, Sergey
2017
SIR epidemics with stages of infection. Zbl 1352.92159
Lefèvre, Claude; Simon, Matthieu
2016
Polynomials, random walks and risk processes: a multivariate framework. Zbl 1370.60087
Lefèvre, Claude; Picard, Philippe
2016
Discrete Schur-constant models. Zbl 1327.60038
Castañer, A.; Claramunt, M. M.; Lefèvre, C.; Loisel, S.
2015
Risk models in insurance and epidemics: a bridge through randomized polynomials. Zbl 1414.91212
Lefèvre, Claude; Picard, Philippe
2015
Convex extrema for nonincreasing discrete distributions: effects of convexity constraints. Zbl 1382.60039
Kacem, Manel; Lefèvre, Claude; Loisel, Stéphane
2015
Ruin probabilities for risk models with ordered claim arrivals. Zbl 1307.91098
Lefèvre, Claude; Picard, Philippe
2014
Appell pseudopolynomials and Erlang-type risk models. Zbl 1337.60227
Lefèvre, Claude; Picard, Philippe
2014
On multiply monotone distributions, continuous or discrete, with applications. Zbl 1293.62028
Lefèvre, Claude; Loisel, Stéphane
2013
Ruin problems for a discrete time risk model with non-homogeneous conditions. Zbl 1280.91091
Castañer, Anna; Claramunt, M. Mercè; Gathy, Maude; Lefèvre, Claude; Mármol, Maite
2013
On an asymptotic rule $$A+B/u$$ for ultimate ruin probabilities under dependence by mixing. Zbl 1290.91084
Dutang, C.; Lefèvre, C.; Loisel, S.
2013
Survival probabilities in bivariate risk models, with application to reinsurance. Zbl 1290.91077
Castañer, A.; Claramunt, M. M.; Lefèvre, C.
2013
Convolution property and exponential bounds for symmetric monotone densities. Zbl 1291.60030
Lefèvre, Claude; Utev, Sergey
2013
Stein’s method and stochastic orderings. Zbl 1276.62015
Daly, Fraser; Lefèvre, Claude; Utev, Sergey
2012
A new look at the homogeneous risk model. Zbl 1229.91162
Lefèvre, Claude; Picard, Philippe
2011
Stationary-excess operator and convex stochastic orders. Zbl 1231.91205
Lefèvre, Claude; Loisel, Stéphane
2010
On the Lagrangian Katz family of distributions as a claim frequency model. Zbl 1231.91188
Gathy, Maude; Lefèvre, Claude
2010
Finite-time ruin probabilities for discrete, possibly dependent, claim severities. Zbl 1170.91414
Lefèvre, Claude; Loisel, Stéphane
2009
From damage models to SIR epidemics and cascading failures. Zbl 1191.60055
Gathy, Maude; Lefèvre, Claude
2009
On finite-time ruin probabilities for classical risk models. Zbl 1164.91033
Lefèvre, Claude; Stéphane, Loisel
2008
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
2008
On a simple quasi-Monte Carlo approach for classical ultimate ruin probabilities. Zbl 1141.91497
Coulibaly, Ibrahim; Lefèvre, Claude
2008
Discrete compound Poisson process with curved boundaries: Polynomial structures and recur sions. Zbl 1122.60043
Lefèvre, Claude
2007
First-crossing and ballot-type results for some nonstationary sequences. Zbl 1131.60035
Lefèvre, Claude
2007
A nonhomogeneous risk model for insurance. Zbl 1161.91418
Lefèvre, Cl.; Picard, Ph.
2006
On the outcome of a cascading failure model. Zbl 1183.62177
Lefèvre, Claude
2006
Nonstationarity and randomization in the Reed-Frost epidemic model. Zbl 1099.92065
Lefèvre, Claude; Picard, Philippe
2005
Multirisks model and finite-time ruin probabilities. Zbl 1035.62109
Picard, Philippe; Lefèvre, Claude; Coulibaly, Ibrahim
2003
Ruin problems in discrete time risk theory with finite horizon. (Problèmes de ruine en théorie du risque à temps discret avec horizon fini.) Zbl 1049.62113
Picard, Philippe; Lefèvre, Claude; Coulibaly, Ibrahim
2003
On the first meeting or crossing of two independent trajectories for some counting processes. Zbl 1075.60564
Picard, Philippe; Lefèvre, Claude
2003
Probability of eventual ruin in a discrete-time risk model. (Probabilité de ruine éventuelle dans un modèle de risque à temps discret.) Zbl 1140.91408
Picard, Philippe; Lefèvre, Claude
2003
Exact norms of a Stein-type operator and associated stochastic orderings. Zbl 1039.60015
Lefèvre, Claude; Utev, Sergey
2003
Polynomial structures in order statistics distributions. Zbl 1031.62038
Denuit, M.; Lefèvre, Cl.; Picard, Ph.
2003
On spline approximation for bivariate functions of increasing convex type. Zbl 1084.46503
Denuit, Michel; Lefévre, Claude; Mesfioui, Mhamed
2003
Measuring the impact of dependence between claims occurrences. Zbl 1033.62100
Denuit, Michel; Lefèvre, Claude; Utev, Sergey
2002
Generalized Pearson distributions and related characterization problems. Zbl 1051.62014
Lefèvre, Claude; Papathanasiou, Vasilis; Utev, Sergey
2002
Stochastic $$s$$-(increasing) convexity. Zbl 0985.60019
Denuit, Michel; Lefèvre, Claude
2001
On $$s$$-convexity and risk aversion. Zbl 0987.91027
Denuit, Michel; Lefèvre, Claude; Scarsini, Marco
2001
On the probability of (non-) ruin in infinity time. Zbl 0979.91046
Picard, Philippe; Lefévre, Claude
2001
Comparison of individual risk models. Zbl 1054.91051
Lefèvre, Claude; Utev, Sergey
2001
On the theory of high convexity stochastic orders. Zbl 0958.60011
Denuit, Michel; Lefèvre, Claude; Shaked, Moshe
2000
Stochastic convexity of the Poisson mixture model. Zbl 0977.60010
Denuit, Michel; Lefèvre, Claude; Shaked, Moshe
2000
On $$s$$-convex approximations. Zbl 1158.60319
Denuit, Michel; Lefèvre, Claude; Shaked, Moshe
2000
Extremal generators and extremal distributions for the continuous $$s$$-convex stochastic orderings. Zbl 0942.60002
Denuit, Michel; De Vylder, Etienne; Lefèvre, Claude
1999
A class of bivariate stochastic orderings, with applications in actuarial sciences. Zbl 0966.60007
Denuit, Michel; Lefèvre, Claude; Mesfioui, M&rsquo;hamed
1999
Generalized stochastic convexity and stochastic orderings of mixtures. Zbl 0966.60015
Denuit, Michel; Lefèvre, Claude; Utev, Sergey
1999
On $$s$$-convex stochastic extrema for arithmetic risks. Zbl 1006.91041
Denuit, Michel; Lefèvre, Claude; Mesfioui, M&rsquo;hamed
1999
Branching approximation for the collective epidemic model. Zbl 0966.92023
Lefèvre, Claude; Utev, Sergey
1999
Stochastic ordering of convex-type for discrete bivariate risks. Zbl 0922.62109
Denuit, Michel; Lefèvre, Claude; Mesfioui, M&rsquo;Hamed
1999
Abel-Gontcharoff pseudopolynomials and the exact final outcome of SIR epidemic models. III. Zbl 0974.92028
Lefèvre, Claude; Picard, Philippe
1999
Stochastic orderings of convex/concave-type on an arbitrary grid. Zbl 0984.60025
Denuit, Michel; Lefèvre, Claude; Utev, Sergey
1999
Corrigendum to: The moments of ruin time in the classical risk model with discrete claim size distribution. Zbl 1007.62529
Picard, Ph.; Lefèvre, C.
1999
On the algebraic structure in Markovian processes of death and epidemic types. Zbl 0947.60078
Picard, Philippe; Lefèvre, Claude
1999
The $$s$$-convex orders among real random variables, with applications. Zbl 0916.60011
Denuit, Michel; Lefevre, Claude; Shaked, Moshe
1998
The moments of ruin time in the classical risk model with discrete claim size distribution. Zbl 0957.62089
Picard, Philippe; Lefèvre, Claude
1998
On order-preserving properties of probability metrics. Zbl 0926.60014
Lefèvre, Claude; Utev, Sergey
1998
The probability of ruin in finite time with discrete claim size distribution. Zbl 0926.62103
Picard, Philippe; Lefèvre, Claude
1997
Some new classes of stochastic order relations among arithmetic random variables, with applications in actuarial sciences. Zbl 0903.60016
Denuit, Michel; Lefèvre, Claude
1997
Mixed Poisson approximation in the collective epidemic model. Zbl 0912.60042
Lefèvre, Claude; Utev, Sergei
1997
Comparing sums of exchangeable Bernoulli random variables. Zbl 0855.60017
Lefèvre, Claude; Utev, Sergey
1996
First crossing of basic counting processes with lower nonlinear boundaries: A unified approach through pseudopolynomials. I. Zbl 0857.60085
Picard, Philippe; Lefèvre, Claude
1996
Collective epidemic models. Zbl 0844.92023
Lefèvre, Claude; Picard, Philippe
1996
Asymptotic behavior of the final number of susceptible individuals in generalized epidemic processes. Zbl 0897.92032
Lefèvre, C.; Utev, S. A.
1996
Abel expansions and generalized Abel polynomials in stochastic models. Zbl 0858.60040
Picard, Philippe; Lefevre, Claude
1996
Abelian-type expansions and nonlinear death processes. II. Zbl 0857.60086
Lefèvre, Claude; Picard, Philippe
1996
Poisson approximation for the final state of a generalized epidemic process. Zbl 0833.60023
Lefèvre, Claude; Utev, Sergey
1995
Collective epidemic processes: A general modelling approach to the final outcome of SIR infectious diseases. Zbl 0839.92022
Lefèvre, Claude; Picard, Philippe
1995
Distribution of the final extent of a rumour process. Zbl 0796.60098
Lefevre, Claude; Picard, Philippe
1994
On the first crossing of the surplus process with a given upper barrier. Zbl 0806.62089
Picard, Philippe; Lefèvre, Claude
1994
An unusual stochastic order relation with some applications in sampling and epidemic theory. Zbl 0768.60011
Lefevre, Claude; Picard, Philippe
1993
Distribution of the final state and severity of epidemics with fatal risk. Zbl 0783.60097
Picard, Philippe; Lefèvre, Claude
1993
An epidemic model with fatal risk. Zbl 0798.92027
Lefèvre, Claude; Picard, Philippe
1993
The dimension of Reed-Frost epidemic models with randomized susceptibility levels. Zbl 0742.92020
Picard, Philippe; Lefèvre, Claude
1991
Another look at Gani’s carrier-borne epidemic model with two stages of infection. Zbl 0728.92022
Picar, Philipe; Lefèvre, Claude
1991
Measuring the severity of disease clustering using Tango’s index. Zbl 0729.92533
Kryscio, Richard J.; Lefevre, Claude
1991
A unified analysis of the final size and severity distribution in collective Reed-Frost epidemic processes. Zbl 0719.92021
Picard, Philippe; Lefèvre, Claude
1990
A non-standard family of polynomials and the final size distribution of Reed-Frost epidemic processes. Zbl 0709.92020
Lefevre, Claude; Picard, Philippe
1990
On the association of the lifelengths of components subjected to a stochastic environment. Zbl 0718.60102
Lefevre, Claude; Milhaud, Xavier
1990
Interparticle dependence in a linear death process subjected to a random environment. Zbl 0716.60095
Lefèvre, Claude; Michaletzky, György
1990
The final size distribution of epidemics spread by infectives behaving independently. Zbl 0719.92020
Lefèvre, Claude; Picard, Philippe
1990
On the extinction of the S-I-S stochastic logistic epidemic. Zbl 0687.92012
Kryscio, Richard J.; Lefèvre, Claude
1989
On a system of components with joint lifetimes distributed as a mixture of independent exponential laws. Zbl 0675.60074
Lefèvre, Claude; Malice, Marie-Pierre
1989
On the formulation of discrete-time epidemic models. Zbl 0669.92014
Lefevre, Claude; Picard, Philippe
1989
On time-reversibility and the uniqueness of moving average representations for non-Gaussian stationary time series. Zbl 0644.62089
Hallin, Marc; Lefevre, Claude; Puri, Madan L.
1988
Comparisons for carrier-borne epidemics in heterogeneous and homogeneous populations. Zbl 0672.92015
Lefevre, Claude; Malice, Marie-Pierre
1988
Population systems with (non)-extensive interaction rates. Zbl 0647.92020
de Palma, A.; Lefevre, C.
1988
On some effects of variability in the Weiss epidemic model. Zbl 0696.62370
Malice, Marie-Pierre; Lefèvre, Claude
1988
Implications of the learning curve for the diffusion of new consumer durables. Zbl 0611.90066
de Palma, André; Droesbeke, Fernand; Lefèvres, Claude
1987
A dynamic model of peak period traffic flows and delays in a corridor. Zbl 0623.90019
de Palma, A.; Lefèvre, C.; Ben-Akiva, M.
1987
...and 12 more Documents
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### Cited by 579 Authors

 66 Lefèvre, Claude 40 Denuit, Michel M. 26 Picard, Philippe 22 Loisel, Stéphane 14 Utev, Sergey 13 Ball, Frank G. 12 Neal, Peter J. 9 Clancy, Damian 9 Kaishev, Vladimir K. 8 Mesfioui, Mhamed 7 Goffard, Pierre-Olivier 7 Ignatov, Zvetan G. 7 Simon, Matthieu 6 Britton, Tom 6 Šiaulys, Jonas 5 Castañer, Anna 5 Claramunt, M. Mercè 5 Hürlimann, Werner 5 O’Neill, Philip D. 5 Rey, Béatrice 5 Rullière, Didier 4 Albrecher, Hansjörg 4 Daly, Fraser 4 Dimitrova, Dimitrina S. 4 Guo, Junyi 4 Guo, Xianping 4 Hernández-Lerma, Onésimo 4 Nåsell, Ingemar 4 Ortega, Eva-María 4 Özekici, Süleyman 4 Tang, Qihe 4 Zacks, Shelemyahu 3 Balabdaoui, Fadoua 3 Belzunce, Félix 3 Biard, Romain 3 Čekanavičius, Vydas 3 Courtois, Cindy 3 de Palma, André 3 Delsing, G. A. 3 Economou, Antonis 3 Eeckhoudt, Louis R. 3 Gathy, Maude 3 Jokung, Octave 3 Kałuszka, Marek 3 Li, Xiaohu 3 Lu, Yi 3 Macci, Claudio 3 Mandjes, Michel Robertus Hendrikus 3 Menegatti, Mario 3 Müller, Alfred 3 Okolewski, Andrzej 3 Papadatos, Nickos 3 Pellis, Lorenzo 3 Politis, Konstadinos 3 Răducan, Anişoara Maria 3 Rajba, Teresa 3 Sangüesa, Carmen 3 Shaked, Moshe 3 Sirl, David J. 3 Sordo, Miguel Ángel 3 Spreij, P. J. C. 3 Stadje, Wolfgang 3 Szostok, Tomasz 3 Trapman, Pieter 3 Vernic, Raluca 3 Willmot, Gordon E. 3 Winands, Erik M. M. 3 Yam, Sheung Chi Phillip 3 Yang, Hailiang 3 Zbăganu, Gheorghe H. 2 Artalejo, Jesus R. 2 Avram, Florin 2 Becker, Niels G. 2 Boutsikas, Michael V. 2 Cárcamo, Javier 2 Constantinescu, Corina D. 2 Cousin, Areski 2 Da, Gaofeng 2 De Fournas-Labrosse, Gabriella 2 Donnelly, Peter 2 Dorobantu, Diana 2 Doubova, Anna 2 Dutang, Christophe 2 Eryılmaz, Serkan N. 2 Feng, Runhuan 2 Ferguson, Neil M. 2 Fernández-Ponce, José María 2 Fraser, Christophe 2 Frostig, Esther 2 Gaunt, Robert Edward 2 Giguelay, Jade 2 Giorno, Virginia 2 Goldstein, Larry 2 Goovaerts, Marc J. 2 Greenhalgh, David 2 Gupta, Rameshwar D. 2 Hu, Taizhong 2 Huang, Rachel J. 2 Jacquez, John A. 2 Jin, Zhen ...and 479 more Authors
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### Cited in 113 Serials

 55 Insurance Mathematics & Economics 36 Mathematical Biosciences 35 Methodology and Computing in Applied Probability 33 Journal of Applied Probability 18 Scandinavian Actuarial Journal 14 Statistics & Probability Letters 13 Journal of Statistical Planning and Inference 11 Advances in Applied Probability 11 Journal of Multivariate Analysis 10 Journal of Mathematical Biology 9 Journal of Computational and Applied Mathematics 8 Journal of Mathematical Analysis and Applications 8 Communications in Statistics. Theory and Methods 8 Probability in the Engineering and Informational Sciences 8 Stochastic Models 7 Applied Mathematics and Computation 7 European Journal of Operational Research 7 Stochastic Processes and their Applications 6 Annals of Operations Research 6 Discrete Dynamics in Nature and Society 5 Journal of Mathematical Economics 5 Journal of Theoretical Probability 5 The Annals of Applied Probability 5 ASTIN Bulletin 4 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 4 Discrete and Continuous Dynamical Systems. Series B 4 North American Actuarial Journal 4 Modern Stochastics. Theory and Applications 3 Lithuanian Mathematical Journal 3 Physica A 3 Bulletin of Mathematical Biology 3 The Annals of Probability 3 Blätter (Deutsche Gesellschaft für Versicherungsmathematik) 3 The Journal of Mathematical Sociology 3 Scandinavian Actuarial Journal 3 Theory and Decision 3 Mathematical Social Sciences 3 Journal of Time Series Analysis 3 Queueing Systems 3 Computational Statistics and Data Analysis 3 Bernoulli 3 Journal of Theoretical Biology 2 International Journal of Systems Science 2 Metrika 2 Biometrical Journal 2 Journal of Economic Theory 2 Journal of Econometrics 2 Naval Research Logistics 2 Mathematical and Computer Modelling 2 Communications in Statistics. Simulation and Computation 2 Test 2 Economic Theory 2 Acta Mathematica Sinica. English Series 2 Asia-Pacific Financial Markets 2 Stochastics 2 Journal of the Korean Statistical Society 2 Electronic Journal of Statistics 2 European Actuarial Journal 2 Dependence Modeling 1 Computers & Mathematics with Applications 1 Journal of Statistical Physics 1 Scandinavian Journal of Statistics 1 Operations Research 1 Siberian Mathematical Journal 1 Synthese 1 Theoretical Population Biology 1 Probability and Mathematical Statistics 1 Stochastic Analysis and Applications 1 Acta Applicandae Mathematicae 1 Statistics 1 Journal of Economics 1 Applied Mathematics Letters 1 Applied Mathematical Modelling 1 Journal of Statistical Computation and Simulation 1 SIAM Journal on Applied Mathematics 1 SIAM Review 1 Bulletin of the American Mathematical Society. New Series 1 Expositiones Mathematicae 1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 1 Mathematical Programming. Series A. Series B 1 Journal of Nonlinear Science 1 Cybernetics and Systems Analysis 1 SIAM Journal on Scientific Computing 1 Statistical Papers 1 Top 1 Complexity 1 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings 1 Mathematical Methods of Operations Research 1 Journal of Shanghai University 1 Infinite Dimensional Analysis, Quantum Probability and Related Topics 1 Fractional Calculus & Applied Analysis 1 CEJOR. Central European Journal of Operations Research 1 Annales Mathematicae Silesianae 1 Nonlinear Analysis. Real World Applications 1 Nonlinear Analysis. Modelling and Control 1 Quantitative Finance 1 Decisions in Economics and Finance 1 Bulletin of the Malaysian Mathematical Sciences Society. Second Series 1 Stochastics and Dynamics 1 Communications on Pure and Applied Analysis ...and 13 more Serials
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### Cited in 31 Fields

 309 Probability theory and stochastic processes (60-XX) 197 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 147 Statistics (62-XX) 130 Biology and other natural sciences (92-XX) 33 Operations research, mathematical programming (90-XX) 19 Numerical analysis (65-XX) 9 Real functions (26-XX) 8 Combinatorics (05-XX) 8 Systems theory; control (93-XX) 7 Field theory and polynomials (12-XX) 7 Ordinary differential equations (34-XX) 7 Partial differential equations (35-XX) 6 Dynamical systems and ergodic theory (37-XX) 5 Difference and functional equations (39-XX) 4 Special functions (33-XX) 4 Calculus of variations and optimal control; optimization (49-XX) 4 Computer science (68-XX) 4 Statistical mechanics, structure of matter (82-XX) 3 Approximations and expansions (41-XX) 3 Harmonic analysis on Euclidean spaces (42-XX) 2 Integral transforms, operational calculus (44-XX) 2 Integral equations (45-XX) 2 Information and communication theory, circuits (94-XX) 1 General and overarching topics; collections (00-XX) 1 History and biography (01-XX) 1 Order, lattices, ordered algebraic structures (06-XX) 1 Number theory (11-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Functional analysis (46-XX) 1 Operator theory (47-XX) 1 Global analysis, analysis on manifolds (58-XX)