| publications
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. Daly, F., Lefèvre, C. and Utev, S. (2012), Stein's method and stochastic orderings,
Advances in Applied Probability,
to appear. |
. Castañer, A., Claramunt, M.M., Lefèvre, C., Gathy, M. and Marmol, M. (2012), Ruin
probabilities for a discrete time risk model with non-homogeneous conditions,
Scandinavian
Actuarial Journal,
to appear. |
. Lefèvre, C. and Picard, P. (2011), A new look at the homogeneous risk model,
Insurance:
Mathematics and Economics 49,
512-519. |
. Biard, R., Lefèvre, C., Loisel, S. and Nagaraja, H.N. (2011), Asymptotic finite-time ruin
probabilities for a class of path-dependent heavy-tailed claim amounts using Poisson spacings,
Applied Stochastic Models in Business and Industry 27,
503-518. |
. Gathy, M. and Lefèvre, C. (2011), On Markov-Polya distribution and the Katz family of
distributions, Communications in Statistics: Theory and Methods 40,
267-278. |
. Lefèvre, C. and Picard, P. (2011), Polynomial structures in rank statistics distributions,
Journal of Statistical Planning and Inference 141,
1380-1393. |
. Lefèvre, C. and Loisel, S. (2010), Stationary-excess operator and convex stochastic orders,
Insurance:
Mathematics and Economics 47,
64-75.
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. Gathy, M. and Lefèvre, C. (2010), On the Lagrangian Katz family of distributions as a claim
frequency model, Insurance:
Mathematics and Economics 47,
76-83. |
. Gathy, M. and
Lefèvre, C.
(2009), From damage models to S-I-R epidemics and cascading
failures, Advances in
Applied Probability 41,
247-269. |
. Lefèvre,
C. and Loisel, S. (2009),
Finite-time ruin probabilities with
discrete, possibly dependent,
claim severities, Methodology
and Computing
in Applied Probability 11,
425-441. |
. Biard, R., Lefèvre,
C. and Loisel, S. (2008),
Impact of correlation crises in risk
theory:
Asymptotics of finite-time ruin probabilities for heavy-tailed claim
amounts when some independence
and stationary assumptions are relaxed, Insurance:
Mathematics and Economics 43,
412-421. |
. Lefèvre,
C. and Coulibaly, I.(2008), On
a simple quasi-Monte Carlo approach
for classical
ultimate ruin probabilities, Insurance:
Mathematics and
Economics 42,
935-942. |
|
. Lefèvre,
C. and Loisel, S. (2008), On
finite-time ruin probabilities
for classical risk models,
Scandinavian
Actuarial Journal 1,
41-60.
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. Lefèvre,
C. (2008), Ruin
probabilities: Computational aspects, Encyclopedia of Quantitative
Risk Assessment and Analysis (edited by E. Melnick and B. Everitt), J.
Wiley, 1587-1591.
|
. Lefèvre, C.
(2007), First-crossing and ballot-type results for some nonstationary
sequences,
Advances in Applied Probability 39, 492-509. |
. Lefèvre, C. (2007), Discrete
compound Poisson process with curved
boundaries: polynomial
structures and recursions, Methodology
and
Computing in Applied Probability 9, 243-262. |
. Becker, N.G.,
Lefèvre, C. and Utev, S. (2007),
Estimating
protective vaccine efficacy from large
trials with recruitment, Journal
of Statistical Planning and Inference 137, 907-914. |
. Lefèvre, C. (2006), Stopped compound
Poisson process and related distributions", In Advances
in Distribution
Theory, Order Statistics, and Inference (A volume in
honor of B.C. Arnold),
N.
Balakrishnan, E. Castillo and J.-M. Sarabia (eds.),
Birkhauser, 13-27. |
. Lefèvre, C. (2006), On
the outcome of a cascading failure model, Probability in the
Engineering
and Informational Sciences
20,
413-427. |
. Lefèvre, C. and
Picard, P. (2006), A nonhomogeneous risk model for
insurance, Computers
and
Mathematics with Applications 51, 325-334. |
. Lefèvre, C. and Picard,
P. (2005), Nonstationarity and randomization in the Reed-Frost
epidemic
model, Journal
of Applied
Probability 42,
1-14. |
. Lefèvre, C. (2005), SIR
epidemic
models, Encyclopedia of
Biostatistics (edited by P. Armitage
and T.
Colton), J. Wiley, Volume 7,
4960-4966. |
. Denuit,
M., Lefèvre, C. and Mesfioui, M. (2004), On spline
approximation for bivariate functions
of increasing convex type, Revue
d’Analyse Numérique et de Théorie de
l’Approximation 32,
145-159. |
. Lefèvre, C. and Utev,
S. (2003), Exact norms of a Stein-type operator and associated
stochastic
orderings, Probability
Theory and Related Fields 127, 353-366. |
. Picard, P., Lefèvre,
C. and Coulibaly, I. (2003), Multirisks model and finite-time ruin
probabilities,
Methodology
and Computing in Applied Probability 5,
337-353. |
. Picard, P. and
Lefèvre, C. (2003), Probabilité
de ruine éventuelle dans un modèle de risque
à
temps discret, Journal
of
Applied Probability 40,
543-556. |
. Picard,
P., Lefèvre, C. and Coulibaly, I (2003),
Problèmes de
ruine en théorie du risque à
temps discret avec horizon fini, Journal
of
Applied Probability 40,
527-542. |
| . Picard, P. and
Lefèvre, C. (2003), On the first meeting or crossing of two
independent
trajectories
for some counting processes, Stochastic Processes and their
Applications 104,
217-242.
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. Denuit, M., Lefèvre, C.
and Picard, P.(2003), Polynomial structures in order statistics
distributions,
Journal of
Statistical Planning and Inference 113,
151-178. |
. Lefèvre, C.,
Papathanasiou, V.and Utev, S.(2002), Generalized Pearson distributions
and
related
characterization problems, Annals
of the Institute of Statistical
Mathematics 54,
731-742. |
. Denuit, M., Lefèvre, C.
and Utev, S. (2002), Measuring the impact of dependence
between
claims
occurrences, Insurance:
Mathematics and Economics 30, 1-19. |
. Picard, P. and Lefèvre, C. (2001), On the probability of (non)-ruin in infinite time,
Scandinavian Actuarial Journal 2, 148-161. |
. Denuit, M. and Lefèvre, C. (2001), Stochastics-(increasing) convexity, in Generalized Convexity
and Generalized Monotonicity, N. Hadjisavas, J.E. Martinez-Legaz. and J.-P. Penot (eds.), Lecture
Notes in Economics and Mathematical Systems 502, Springer, 167-182. |
. Denuit, M., Lefèvre, C. and Scarsini, M. (2001), On s-convexity and risk aversion,
Theory and Decision 50, 239-248. |
. Lefèvre, C. and Utev, S. (2001), Comparison of individual risk models, Insurance:
Mathematics
and Economics 28, 21-30. |
. Lefèvre, C. and Picard, P. (2001), Busy periods for some queues with deterministic interarrival or
service times, in Probability and Statistical Models with Applications (A volume dedicated to
C. Cacoullos), C. Charalambides,M.V. Koutras and N. Balakrishnan (eds.), Chapman, 169-183. |
. Denuit, M., Lefèvre, C. and Shaked, M. (2000), On s-convex approximations,
Advances in Applied Probability 32, 994-1010. |
. Denuit, M., Lefèvre, C. and Shaked, M. (2000), Stochastic convexity of the Poisson mixture model,
Methodology and Computing in Applied Probabilty 2, 231-254. |
. Denuit, M., Lefèvre, C. and Shaked, M. (2000), On the theory of high convexity stochastic orders,
AStatistics and Probability Letters 47, 287-293. |
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