Nonparametric estimation of the ruin probability for generalized risk processes, Theory of probability and its applications, pp.1-16, 2000. ,
Convergence of probability measures, Wiley Series in Probability and Statistics: Probability and Statistics, 1999. ,
DOI : 10.1002/9780470316962
Nonparametric estimators for the probability of ruin, Insurance: Mathematics and Economics, vol.9, issue.2-3, pp.127-130, 1990. ,
DOI : 10.1016/0167-6687(90)90024-8
La formule de Picard-Lefèvre pour la probabilité de ruine en temps fini, Bulletin Français d'Actuariat, vol.12, pp.31-40, 1997. ,
Numerical Finite-Time Ruin Probabilities by the Picard-Lefèvre Formula, Scandinavian Actuarial Journal, vol.2, pp.97-105, 1999. ,
Nonparametric Estimation of Probability of Ruin, ASTIN Bulletin, vol.16, issue.3, pp.81-90, 1986. ,
DOI : 10.2143/AST.16.3.2014994
Introduction to mathematical risk theory, Huebner Foundation Monograph, 1979. ,
Expansions for Von Mises functionals, Zeitschrift für Warscheinlichkeitstheorie und verwandte Gebiete, pp.599-625, 1984. ,
The Influence Curve and its Role in Robust Estimation, Journal of the American Statistical Association, vol.15, issue.4, pp.383-393, 1974. ,
DOI : 10.1214/aoms/1177730385
Robust Statistics. The Approach Based on Influence Functions, 1986. ,
Abstract, ASTIN Bulletin, vol.2, issue.01, pp.57-70, 1989. ,
DOI : 10.1016/0304-4149(79)90001-2
A Class of Statistics with Asymptotically Normal Distribution, The Annals of Mathematical Statistics, vol.19, issue.3, pp.293-325, 1948. ,
DOI : 10.1214/aoms/1177730196
An improved finite-time ruin probability formula and its Mathematica implementation, Insurance: Mathematics and Economics, vol.29, issue.3, pp.375-386, 2001. ,
DOI : 10.1016/S0167-6687(01)00078-6
On robustness in risk theory, Insurance: Mathematics and Economics, vol.29, issue.2, pp.167-185, 2001. ,
DOI : 10.1016/S0167-6687(01)00081-6
A link between wave governed random motions and ruin processes, Insurance: Mathematics and Economics, vol.35, issue.2, pp.205-222, 2004. ,
DOI : 10.1016/j.insmatheco.2004.07.014
URL : https://hal.archives-ouvertes.fr/hal-00412977
Recursive Evaluation of a Family of Compound Distributions, ASTIN Bulletin, vol.XXXII, issue.01, pp.22-26, 1981. ,
DOI : 10.1057/jors.1966.8
The probability of ruin in finite time with discrete claim size distribution, Scandinavian Actuarial Journal, vol.1, issue.1, pp.58-69, 1997. ,
DOI : 10.1214/aoms/1177705056
The moments of ruin time in the classical risk model with discrete claim size distribution, Insurance: Mathematics and Economics, vol.23, issue.2, pp.157-172, 1998. ,
DOI : 10.1016/S0167-6687(98)00025-0
Probl??mes de ruine en th??orie du risque ?? temps discret avec horizon fini, Journal of Applied Probability, vol.8, issue.03, pp.527-542, 2003. ,
DOI : 10.1016/S0167-6687(01)00078-6
Multirisks model and finite-time ruin probabilities Another look at the Picard-Lefèvre formula for finite-time ruin probabilities, Methodol. Comput. Appl. Probab. Rullì ere D. and Loisel S. Insurance: Mathematics and Economics, vol.5, issue.35, pp.337-353, 2003. ,
Stochastic Theory of a Risky Business, 1969. ,
A generalization of the ballot problem and its application in the theory of queues, J. Amer. Statist. Assoc, vol.57, pp.327-337, 1962. ,
The Time Dependence of a Single-Server Queue with Poisson Input and General Service Times, The Annals of Mathematical Statistics, vol.33, issue.4, pp.1340-1348, 1962. ,
DOI : 10.1214/aoms/1177704366
On the asymptotic distribution of differentiable statistical functions, The annals of mathematical statistics, pp.309-348, 1947. ,