Stéphane Loisel

Publication Activity (10 Years)

Years Active: 2011-2019
Publications (10 Years): 4

Top Topics

Discrete Variables

Modeling Framework

Sequence Matching

Top Venues

J. Multivar. Anal.

J. Appl. Probab.

J. Comput. Appl. Math.

Eur. J. Oper. Res.

Publications

Anna Castañer, Maria Mercè Claramunt, Claude Lefèvre, Stéphane Loisel
Partially Schur-constant models. J. Multivar. Anal. 172 (2019)
Claude Lefèvre, Stéphane Loisel, Sergey Utev
On finite exchangeable sequences and their dependence. J. Multivar. Anal. 162 (2017)
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)
Anna Castañer, Maria Mercè Claramunt, Claude Lefèvre, Stéphane Loisel
Discrete Schur-constant models. J. Multivar. Anal. 140 (2015)
Claude Lefèvre, Stéphane Loisel
On Multiply Monotone Distributions, Continuous or Discrete, with Applications. J. Appl. Probab. 50 (3) (2013)
Christophe Dutang, Hansjörg Albrecher, Stéphane Loisel
Competition among non-life insurers under solvency constraints: A game-theoretic approach. Eur. J. Oper. Res. 231 (3) (2013)
Stéphane Loisel, Xavier Milhaud
From deterministic to stochastic surrender risk models: Impact of correlation crises on economic capital. Eur. J. Oper. Res. 214 (2) (2011)