Edit Profile (opens in new tab) Goffard, Pierre-Olivier Co-Author Distance Author ID: goffard.pierre-olivier Published as: Goffard, Pierre-Olivier; Goffard, Pierre-O.; Goffard, P.-O. more...less Documents Indexed: 15 Publications since 2015, including 1 Additional arXiv Preprint Co-Authors: 11 Co-Authors with 12 Joint Publications 410 Co-Co-Authors all top 5 Co-Authors 3 single-authored 3 Laub, Patrick J. 2 Albrecher, Hansjörg 2 Lefèvre, Claude 2 Loisel, Stéphane 2 Pommeret, Denys 1 Asmussen, Søren 1 Finger, Dina 1 Guerrault, Xavier 1 Jammalamadaka, Sreenivasa Rao 1 Meintanis, Simos G. 1 Sarantsev, Andrey all top 5 Serials 3 Insurance Mathematics & Economics 2 Journal of Computational and Applied Mathematics 2 Methodology and Computing in Applied Probability 1 Advances in Applied Probability 1 Journal of Mathematical Analysis and Applications 1 Journal of Applied Probability 1 Operations Research 1 Scandinavian Actuarial Journal 1 Journal of Statistical Theory and Practice 1 European Actuarial Journal all top 5 Fields 12 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 8 Statistics (62-XX) 7 Probability theory and stochastic processes (60-XX) 2 Field theory and polynomials (12-XX) 2 Numerical analysis (65-XX) 1 Special functions (33-XX) 1 Approximations and expansions (41-XX) 1 Integral transforms, operational calculus (44-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 12 Publications have been cited 55 times in 44 Documents Cited by ▼ Year ▼ A polynomial expansion to approximate the ultimate ruin probability in the compound Poisson ruin model. Zbl 1355.60117 Goffard, Pierre-Olivier; Loisel, Stéphane; Pommeret, Denys 17 2016 Polynomial approximations for bivariate aggregate claims amount probability distributions. Zbl 1380.65023 Goffard, Pierre-Olivier; Loisel, Stéphane; Pommeret, Denys 6 2017 Duality in ruin problems for ordered risk models. Zbl 1398.91329 Goffard, Pierre-Olivier; Lefèvre, Claude 5 2018 Fraud risk assessment within blockchain transactions. Zbl 1427.60088 Goffard, Pierre-O. 5 2019 Orthogonal polynomial expansions to evaluate stop-loss premiums. Zbl 1451.91166 Goffard, Pierre-Olivier; Laub, Patrick J. 5 2020 Boundary crossing of order statistics point processes. Zbl 1357.60053 Goffard, Pierre-Olivier; Lefèvre, Claude 4 2017 Is it optimal to group policyholders by age, gender, and seniority for BEL computations based on model points? Zbl 1329.91063 Goffard, Pierre-Olivier; Guerrault, Xavier 3 2015 Approximate Bayesian computations to fit and compare insurance loss models. Zbl 1471.91459 Goffard, Pierre-Olivier; Laub, Patrick J. 3 2021 Exponential convergence rate of ruin probabilities for level-dependent Lévy-driven risk processes. Zbl 1432.91099 Goffard, Pierre-Olivier; Sarantsev, Andrey 3 2019 On the profitability of selfish blockchain mining under consideration of ruin. Zbl 1484.91526 Albrecher, Hansjoerg; Goffard, Pierre-Olivier 2 2022 Goodness-of-fit procedures for compound distributions with an application to insurance. Zbl 1495.62033 Goffard, P.-O.; Jammalamadaka, S. Rao; Meintanis, S. G. 1 2022 Two-sided exit problems in the ordered risk model. Zbl 1427.60067 Goffard, Pierre-Olivier 1 2019 On the profitability of selfish blockchain mining under consideration of ruin. Zbl 1484.91526 Albrecher, Hansjoerg; Goffard, Pierre-Olivier 2 2022 Goodness-of-fit procedures for compound distributions with an application to insurance. Zbl 1495.62033 Goffard, P.-O.; Jammalamadaka, S. Rao; Meintanis, S. G. 1 2022 Approximate Bayesian computations to fit and compare insurance loss models. Zbl 1471.91459 Goffard, Pierre-Olivier; Laub, Patrick J. 3 2021 Orthogonal polynomial expansions to evaluate stop-loss premiums. Zbl 1451.91166 Goffard, Pierre-Olivier; Laub, Patrick J. 5 2020 Fraud risk assessment within blockchain transactions. Zbl 1427.60088 Goffard, Pierre-O. 5 2019 Exponential convergence rate of ruin probabilities for level-dependent Lévy-driven risk processes. Zbl 1432.91099 Goffard, Pierre-Olivier; Sarantsev, Andrey 3 2019 Two-sided exit problems in the ordered risk model. Zbl 1427.60067 Goffard, Pierre-Olivier 1 2019 Duality in ruin problems for ordered risk models. Zbl 1398.91329 Goffard, Pierre-Olivier; Lefèvre, Claude 5 2018 Polynomial approximations for bivariate aggregate claims amount probability distributions. Zbl 1380.65023 Goffard, Pierre-Olivier; Loisel, Stéphane; Pommeret, Denys 6 2017 Boundary crossing of order statistics point processes. Zbl 1357.60053 Goffard, Pierre-Olivier; Lefèvre, Claude 4 2017 A polynomial expansion to approximate the ultimate ruin probability in the compound Poisson ruin model. Zbl 1355.60117 Goffard, Pierre-Olivier; Loisel, Stéphane; Pommeret, Denys 17 2016 Is it optimal to group policyholders by age, gender, and seniority for BEL computations based on model points? Zbl 1329.91063 Goffard, Pierre-Olivier; Guerrault, Xavier 3 2015 all cited Publications top 5 cited Publications all top 5 Cited by 84 Authors 8 Goffard, Pierre-Olivier 4 Albrecher, Hansjörg 4 Su, Wen 3 Cheung, Eric C. K. 3 Lefèvre, Claude 3 Zhang, Zhimin 2 Pommeret, Denys 2 Rincón, Luis A. 2 Santana, David J. 2 Sarantsev, Andrey 2 Woo, Jae-Kyung 2 Yong, Yaodi 1 Abbas, Karim 1 Alcoforado, Renata G. 1 Aramyan, Rafik H. 1 Araujo-Acuna, José Carlos 1 Asmussen, Søren 1 Baringhaus, Ludwig 1 Bergel, Agnieszka I. 1 Bladt, Mogens 1 Blanchet-Scalliet, Christophette 1 Briol, François-Xavier 1 Brown, Mark 1 Cappello, Lorenzo 1 Cardoso, Rui M. R. 1 Cheurfa, Fatah 1 Denuit, Michel M. 1 Di Nardo, Elvira 1 Dimitrova, Dimitrina S. 1 D’Onofrio, Giuseppe 1 Dorobantu, Diana 1 Egídio dos Reis, Alfredo D. 1 Finger, Dina 1 Gaigall, Daniel 1 Grunspan, Cyril 1 Gweon, Hyukjun 1 Horton, Emma L. 1 Ignatov, Zvetan G. 1 Jang, Jiwook 1 Kaishev, Vladimir K. 1 Kamps, Udo 1 Keeler, Holger Paul 1 Kiermayer, Mark 1 Kolkovska, Ekaterina Todorova 1 Krzesinski, Anthony E. 1 Lau, Hayden 1 Laub, Patrick J. 1 Li, Shu 1 Liu, Haibo 1 Loisel, Stéphane 1 Malavasi, Matteo 1 Mamon, Rogemar S. 1 Martín-González, Ehyter Matías 1 Martini, Tommaso 1 Meier, Johanna 1 Mnatsakanov, Robert M. 1 Moscovich, Amit 1 Murillo-Salas, Antonio 1 Niu, Ziang 1 Ouazine, Sofiane 1 Peköz, Erol A. 1 Pérez-Marco, Ricardo 1 Peters, Gareth William 1 Picard, Philippe 1 Rauwolf, Diana 1 Reboul, Laurence 1 Robert, Christian-Yann 1 Rodríguez-Martínez, Eugenio V. 1 Ross, Sheldon Mark 1 Salhi, Yahia 1 Shevchenko, Pavel V. 1 Shi, Benxuan 1 Sofronov, Georgy Yu. 1 Steffensen, Mogens 1 Takhedmit, Baya 1 Tamturk, Muhsin 1 Tan, Senren 1 Taylor, Peter Gerrard 1 Trück, Stefan 1 Walker, Stephen Grahm 1 Wang, Yunyun 1 Watson, Alexander R. 1 Weiß, Christian 1 Willmot, Gordon E. all top 5 Cited in 22 Serials 10 Methodology and Computing in Applied Probability 6 Scandinavian Actuarial Journal 4 Insurance Mathematics & Economics 4 Statistics & Probability Letters 2 Journal of Computational and Applied Mathematics 2 Probability in the Engineering and Informational Sciences 1 Advances in Applied Probability 1 Journal of Mathematical Analysis and Applications 1 Journal of Multivariate Analysis 1 Operations Research 1 Communications in Statistics. Theory and Methods 1 European Journal of Operational Research 1 Computational Statistics and Data Analysis 1 Communications in Nonlinear Science and Numerical Simulation 1 Stochastic Models 1 ASTIN Bulletin 1 ALEA. Latin American Journal of Probability and Mathematical Statistics 1 Journal of Statistical Theory and Practice 1 Electronic Journal of Statistics 1 European Actuarial Journal 1 Dependence Modeling 1 Modern Stochastics. Theory and Applications all top 5 Cited in 17 Fields 29 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 22 Statistics (62-XX) 17 Probability theory and stochastic processes (60-XX) 6 Numerical analysis (65-XX) 3 Integral transforms, operational calculus (44-XX) 2 Field theory and polynomials (12-XX) 2 Special functions (33-XX) 2 Integral equations (45-XX) 2 Computer science (68-XX) 1 Combinatorics (05-XX) 1 Number theory (11-XX) 1 Real functions (26-XX) 1 Partial differential equations (35-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Approximations and expansions (41-XX) 1 Operator theory (47-XX) 1 Operations research, mathematical programming (90-XX) Citations by Year