Lefèvre, Claude; Picard, Philippe Appell pseudopolynomials and Erlang-type risk models. (English) Zbl 1337.60227 Stochastics 86, No. 4, 676-695 (2014). MSC: 60K10 60G40 12E10 91B30 PDFBibTeX XMLCite \textit{C. Lefèvre} and \textit{P. Picard}, Stochastics 86, No. 4, 676--695 (2014; Zbl 1337.60227) Full Text: DOI
Lefèvre, Claude; Picard, Philippe Ruin probabilities for risk models with ordered claim arrivals. (English) Zbl 1307.91098 Methodol. Comput. Appl. Probab. 16, No. 4, 885-905 (2014). MSC: 91B30 60J80 62P05 60G40 12E10 62G30 PDFBibTeX XMLCite \textit{C. Lefèvre} and \textit{P. Picard}, Methodol. Comput. Appl. Probab. 16, No. 4, 885--905 (2014; Zbl 1307.91098) Full Text: DOI
Lefèvre, Claude; Picard, Philippe A new look at the homogeneous risk model. (English) Zbl 1229.91162 Insur. Math. Econ. 49, No. 3, 512-519 (2011). MSC: 91B30 62P05 PDFBibTeX XMLCite \textit{C. Lefèvre} and \textit{P. Picard}, Insur. Math. Econ. 49, No. 3, 512--519 (2011; Zbl 1229.91162) Full Text: DOI
Lefèvre, Cl.; Picard, Ph. A nonhomogeneous risk model for insurance. (English) Zbl 1161.91418 Comput. Math. Appl. 51, No. 2, 325-334 (2006). MSC: 91B30 60G50 PDFBibTeX XMLCite \textit{Cl. Lefèvre} and \textit{Ph. Picard}, Comput. Math. Appl. 51, No. 2, 325--334 (2006; Zbl 1161.91418) Full Text: DOI
Picard, Philippe; Lefèvre, Claude; Coulibaly, Ibrahim Ruin problems in discrete time risk theory with finite horizon. (Problèmes de ruine en théorie du risque à temps discret avec horizon fini.) (French) Zbl 1049.62113 J. Appl. Probab. 40, No. 3, 527-542 (2003). MSC: 62P05 91B30 60G40 PDFBibTeX XMLCite \textit{P. Picard} et al., J. Appl. Probab. 40, No. 3, 527--542 (2003; Zbl 1049.62113) Full Text: DOI
Picard, Philippe; Lefèvre, Claude The moments of ruin time in the classical risk model with discrete claim size distribution. (English) Zbl 0957.62089 Insur. Math. Econ. 23, No. 2, 157-172 (1998). Reviewer: Thomas Siegl (Frankfurt) MSC: 62P05 91B30 PDFBibTeX XMLCite \textit{P. Picard} and \textit{C. Lefèvre}, Insur. Math. Econ. 23, No. 2, 157--172 (1998; Zbl 0957.62089) Full Text: DOI