On excess-of-loss reinsurance, Theory of Probability and Mathematical Statistics, vol.79, 2007. ,
DOI : 10.1090/S0094-9000-09-00787-X
Ruin probabilities, 2000. ,
URL : https://hal.archives-ouvertes.fr/hal-00569254
How much capital does a reinsurance need? The Geneva Papers, pp.159-174, 2009. ,
Statistiques des valeurs extrêmes dans le cas de lois discrètes, 2008. ,
Insurance Risk and Ruin, 2005. ,
DOI : 10.1017/cbo9780511624155
Modelling of extremal events in insurance and finance, ZOR Zeitschrift f???r Operations Research Mathematical Methods of Operations Research, vol.73, issue.1, 2001. ,
DOI : 10.1007/BF01440733
An Extreme Value Theory approach for the early detection of time clusters with application to the surveillance of Salmonella, p.4466, 2010. ,
Return level bounds for discrete and continuous random variables, TEST, vol.45, issue.1, pp.584-604, 2009. ,
DOI : 10.1007/s11749-008-0125-7
URL : https://hal.archives-ouvertes.fr/hal-00693461
A finite-time ruin probability formula for continuous claim severities, Journal of Applied Probability, vol.1, issue.02, pp.570-578, 2004. ,
DOI : 10.1080/03461238.1997.10413978
On the infinite-horizon probability of (non)ruin for integer-valued claims, Journal of Applied Probability, vol.2, issue.02, pp.535-551, 2006. ,
DOI : 10.1016/0167-6687(88)90091-1
An improved finite-time ruin probability formula and its Mathematica implementation, Insurance: Mathematics and Economics, vol.29, issue.3, pp.376-389, 2001. ,
DOI : 10.1016/S0167-6687(01)00078-6
Excess of loss reinsurance under joint survival optimality, Insurance: Mathematics and Economics, vol.39, issue.3, pp.376-389, 2006. ,
DOI : 10.1016/j.insmatheco.2006.05.005
Operational risk and insurance: a ruin-probabilistic reserving approach, The Journal of Operational Risk, vol.3, issue.3, 2007. ,
DOI : 10.21314/JOP.2008.047
Model Processes in Nonlinear Prediction with Application to Detection and Alarm, The Annals of Probability, vol.8, issue.4, pp.775-792, 1980. ,
DOI : 10.1214/aop/1176994665
Quantitative Risk Management, 2005. ,
Non-life Insurance Mathematics, 2004. ,
DOI : 10.1007/978-3-540-88233-6
Optimal Alarm Systems for Count Processes, Communications in Statistics - Theory and Methods, vol.1, issue.19, pp.3054-3076, 2008. ,
DOI : 10.1081/STM-120020388
URL : http://hdl.handle.net/10773/4430
Characteristic of ruin probabilities in classical risk models with and without investment, Cox risk models and perturbed risk models, Dept. Theor. Statist, issue.15, 2000. ,