Dividend problems in the dual risk model, Insurance: Mathematics and Economics, vol.53, issue.3, pp.906-918, 2013. ,
DOI : 10.1016/j.insmatheco.2013.10.003
Applied probability and queues, 2003. ,
Ruin probabilities, p.12, 2010. ,
URL : https://hal.archives-ouvertes.fr/hal-00569254
Optimal dividends in the dual model, Insurance: Mathematics and Economics, vol.41, issue.1, pp.111-123, 2007. ,
DOI : 10.1016/j.insmatheco.2006.10.002
Understanding, modelling and managing longevity risk: key issues and main challenges, Scandinavian Actuarial Journal, vol.8, issue.2, pp.203-231, 2012. ,
DOI : 10.1007/s00285-008-0202-2
URL : http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.394.6812
Detection of Abrupt Changes in Signals and Dynamics Systems, p.22, 1986. ,
The standard Poisson disorder problem revisited. Stochastic processes and their applications, pp.1437-1450, 2005. ,
A note on Ritov's bayes approach to the minimax property of the cusum procedure. The Annals of Statistics, pp.1804-1812, 1996. ,
Lévy processes, p.14, 1998. ,
Regression Models and Life-Tables, Journal of the Royal Statistical Society, issue.3, pp.187-220, 1972. ,
DOI : 10.1007/978-1-4612-4380-9_37
Su un'impostazione alternativa della teoria collettiva del rischio, Transactions of the XVth International Congress of Actuaries, pp.433-443, 1957. ,
Performance analysis of sequential tests between Poisson processes, IEEE Transactions on Information Theory, vol.43, issue.1, pp.221-238, 1997. ,
DOI : 10.1109/18.567689
Sequential decision problems for processes with continuous time parameter. Testing hypotheses. The Annals of Mathematical Statistics, pp.254-264, 1953. ,
The elements of statistical learning, 2009. ,
On the frequency distribution of the means of samples from a population having any law of frequency with finite moments, with special reference to Pearson's type II, Biometrika, pp.225-239, 1927. ,
Introductory lectures on fluctuations of Lévy processes with applications, p.9, 2006. ,
Gerber?Shiu risk theory, 2013. ,
DOI : 10.1007/978-3-319-02303-8
Procedures for Reacting to a Change in Distribution, The Annals of Mathematical Statistics, vol.42, issue.6, pp.1897-1908, 1971. ,
DOI : 10.1214/aoms/1177693055
Early detection of a change in Poisson rate after accounting for population size effects, Statistica Sinica, vol.21, issue.2, pp.597-600, 2011. ,
DOI : 10.5705/ss.2011.027a
Optimal Stopping Times for Detecting Changes in Distributions, The Annals of Statistics, vol.14, issue.4, pp.1379-1387, 1986. ,
DOI : 10.1214/aos/1176350164
URL : https://hal.archives-ouvertes.fr/inria-00076193
Performance of CUSUM tests for detecting changes in continuous time processes, Proceedings IEEE International Symposium on Information Theory,, p.186, 2002. ,
DOI : 10.1109/ISIT.2002.1023458
Optimality of the CUSUM procedure in continuous time. The Annals of Statistics, pp.302-315, 2004. ,
CONTINUOUS INSPECTION SCHEMES, Biometrika, vol.41, issue.1-2, pp.100-115, 1954. ,
DOI : 10.1093/biomet/41.1-2.100
Advances in Finance and Stochastics, chapter Solving the Poisson disorder problem, pp.295-312, 2002. ,
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
On Exit and Ergodicity of the Spectrally One-Sided L??vy Process Reflected at Its Infimum, Journal of Theoretical Probability, vol.17, issue.1, pp.183-220, 2004. ,
DOI : 10.1023/B:JOTP.0000020481.14371.37
Quickest detection, 2009. ,
DOI : 10.1017/CBO9780511754678
Stochastic Storage Processes: queues, insurance risk, and dams, and data communication. Number 15, 1998. ,
Stochastic processes for insurance and finance, 2009. ,
DOI : 10.1002/9780470317044
Another look at the Picard-Lef??vre formula for finite-time ruin probabilities, Insurance: Mathematics and Economics, vol.35, issue.2, pp.187-203, 2004. ,
DOI : 10.1016/j.insmatheco.2004.07.001
On optimum methods in quickest detection problems. Theory of Probability & Its Applications, pp.22-46, 1963. ,
Minimax optimality of the method of cumulative sums (cusum) in the case of continuous time, Russian Mathematical Surveys, vol.51, issue.4, pp.750-751, 1996. ,
DOI : 10.1070/RM1996v051n04ABEH002986
On stochastic models and optimal methods in the quickest detection problems. Theory of Probability & Its Applications, pp.385-401, 2009. ,
Exact Determination of the Run Length Distribution of a One-Sided CUSUM Procedure Applied on an Ordinary Poisson Process, Sequential Analysis, vol.10, issue.2, pp.159-178, 2004. ,
DOI : 10.1080/15326349108807186