| publications
récentes | | |
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. Lefèvre, C. and Loisel, S. (2013),
On multiply monotone distributions, continuous
or discrete, with applications, Journal
of Applied Probability, to appear. |
. Lefèvre, C. and Picard, P. (2013),
Ruin probabilities for risk models with ordered
claim arrivals, Methodology
and Computing in Applied Probability, to appear. |
. Lefèvre, C. and Utev,
S. (2013),
Convolution property and exponential bounds for
symmetric monotone densities, ESAIM:
Probability and Statistics, to appear.
|
. Castañer, A.,
Claramunt, M.M.,
Lefèvre, C., Gathy, M. and Marmol, M. (2013),
Ruin probabilities for a discrete time risk model with non-homogeneous
conditions,
Scandinavian
Actuarial Journal 2, 83-102. |
. Daly, F., Lefèvre, C.
and Utev, S.
(2012), Stein's method and stochastic orderings,
Advances in Applied Probability 44, 343-372. |
. 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.
| .
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.
|
| .
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.
| . 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,
Statistics
and Probability Letters 47, 287-293. |
. Denuit, M., Lefèvre, C. and
Mesfioui, M. (1999), On s-convex stochastic extrema for arithmetic
risks, Insurance:
Mathematics and Economics 25, 143-155. |
|
. Denuit, M., Lefèvre, C. and
Utev, S. (1999), Stochastic orderings of convex/concave type on an
arbitrary grid, Mathematics
of Operations Research 24,
835-846. | |
. Picard, P.
and Lefèvre,
C. (1999), Corrigendum to "The moments of ruin time in the
classical risk
model with discrete claim size distribution", Insurance:
Mathematics and Economics 25, 105-107. |
. Lefèvre, C.
and Utev, S.
(1999), Branching approximation for the collective epidemic
model,
Methodology
and Computing in
Applied Probability 1,
211-228. | .
Denuit, M., Lefèvre, C. and Utev, S.
(1999), Generalized stochastic convexity and stochastic
orderings of mixtures, Probability
in the Engineering and Informational Sciences 13, 275-291.. |
. Picard, P. and Lefèvre,
C. (1999), On the algebraic structure in Markovian processes
of death
and epidemic types, Advances
in Applied Probability 31, 742-757. |
. Lefèvre, C.
and Picard, P.
(1999), Abel-Gontcharoff pseudopolynomials and the final outcome
of SIR epidemic models (III), Advances
in Applied Probability 31,
532-549. | . Denuit, M.,
De Vylder,
E. and Lefèvre, C. (1999),
Extremal generators and extremal distributions
for the continuous s-convex stochastic orderings, Insurance:
Mathematics and Economics 24,
201-217. | .
Denuit, M., Lefèvre, C. and
Mesfioui (1999), Stochastic orderings of convex-type for discrete
bivariate risks, Scandinavian Actuarial Journal
1,
32-51. | .
Denuit, M., Lefèvre, C. and
Mesfioui, M. (1999), A class of bivariate stochastic
orderings,
with applications in actuarial sciences, Insurance: Mathematics and
Economics 24,
31-50. | .
Picard, P. and Lefèvre,
C. (1998), The moments of ruin in the classical risk model
with discrete
claim size distribution, Insurance:
Mathematics and Economics 23, 157-172. |
. Lefèvre, C.
and Utev, S.
(1998), On order-preserving properties of probability metrics,
Journal of
Theoretical Probability 11, 907-920. |
. Denuit,
M., Lefèvre, C. and
Shaked,M. (1198), The s-convex orders among real
random
variables, with applications, Mathematical
Inequalities and Applications 1, 585-613. |
. Lefèvre, C.
and Utev, S.
(1997), Mixed Poisson approximation in the collective epidemic
model, Stochastic
Processes and their Applications 69, 217-246. |
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