Pierre-Olivier Goffard

Exponential convergence rate of ruin probabilities for level-dependent Lévy-driven risk processes

Pierre-Olivier Goffard, Andrey Sarantsev, A. Sarantsev, 2017, Journal of Applied Probability.

On the profitability of selfish blockchain mining under consideration of ruin pdf

Pierre-Olivier Goffard, Hansjoerg Albrecher, 2020, ArXiv.

Orthogonal polynomial expansions to evaluate stop-loss premiums

Patrick J. Laub, Pierre-Olivier Goffard, P. Laub, 2017, J. Comput. Appl. Math..

A polynomial expansion to approximate the ultimate ruin probability in the compound Poisson ruin model

Stéphane Loisel, Denys Pommeret, Pierre-Olivier Goffard, 2016, J. Comput. Appl. Math..

Approximate Bayesian Computations to fit and compare insurance loss models

Patrick J. Laub, Pierre-Olivier Goffard, 2020 .

Blockchain mining in pools: Analyzing the trade-off between profitability and ruin pdf

Pierre-Olivier Goffard, Hansjörg Albrecher, Dina Finger, 2021, ArXiv.

Bayesian model averaging for mortality forecasting using leave-future-out validation

Yahia Salhi, Karim Barigou, Pierre-Olivier Goffard, 2021, International Journal of Forecasting.

On the profitability of selfish blockchain mining under consideration of ruin pdf

Pierre-Olivier Goffard, Hansjoerg Albrecher, 2021, Operations Research.