Pierre-Olivier Goffard

Publication Activity (10 Years)

Years Active: 2016-2022
Publications (10 Years): 6

Top Topics

Frequent Patterns

Mining Algorithm

Convergence Rate

Top Venues

J. Comput. Appl. Math.

J. Appl. Probab.

Publications

Hansjörg Albrecher, Pierre-Olivier Goffard
On the Profitability of Selfish Blockchain Mining Under Consideration of Ruin. Oper. Res. 70 (1) (2022)
Hansjörg Albrecher, Dina Finger, Pierre-Olivier Goffard
Blockchain mining in pools: Analyzing the trade-off between profitability and ruin. CoRR (2021)
Pierre-Olivier Goffard, Patrick J. Laub
Orthogonal polynomial expansions to evaluate stop-loss premiums. J. Comput. Appl. Math. 370 (2020)
Hansjörg Albrecher, Pierre-Olivier Goffard
On the profitability of selfish blockchain mining under consideration of ruin. CoRR (2020)
Pierre-Olivier Goffard, Andrey Sarantsev
Exponential convergence rate of ruin probabilities for level-dependent Lévy-driven risk processes. J. Appl. Probab. 56 (4) (2019)
Pierre-Olivier Goffard, Stéphane Loisel, Denys Pommeret
A polynomial expansion to approximate the ultimate ruin probability in the compound Poisson ruin model. J. Comput. Appl. Math. 296 (2016)