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hal-00168716v1
Article dans une revue
Stéphane Loisel, Christian Mazza, Didier Rullière. Convergence and asymptotic variance of bootstrapped finite-time ruin probabilities with partly shifted risk processes. Insurance Mathematics and Economics, 2009, 45 (3), pp.374-381. <10.1016/j.insmatheco.2009.08.003> |
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hal-00168714v1
Article dans une revue
Stéphane Loisel, Christian Mazza, Didier Rullière. Robustness analysis and convergence of empirical finite-time ruin probabilities and estimation risk solvency margin. Insurance Mathematics and Economics, 2008, 42 (2), pp.746-762. <10.1016/j.insmatheco.2007.08.007> |
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hal-00412977v1
Article dans une revue
Christian Mazza, Didier Rullière. A link between wave governed random motions and ruin processes Insurance Mathematics and Economics, 2004, 35 (2), pp.205-222. <10.1016/j.insmatheco.2004.07.014> |
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