Volume 21, Issue 2

Search all Methodology and Computing in Applied Probability articles

June 2019

Special Issue: In Honor of Claude Lefèvre on Risk, Epidemics, Stochastic Orderings, Health and Economics

Issue Editors:

Richard Kryscio,
Stephane Loisel,
André de Palma,
Pierre Patie

15 articles in this issue

Editorial of the Special Issue of MCAP: In Honour of Claude Lefèvre on Risk, Epidemics, Stochastic Orderings, Health and Economics
Richard Kryscio
Stéphane Loisel
Pierre Patie
EditorialNotes 22 March 2019 Pages: 387 - 389
Purely Excessive Functions and Hitting Times of Continuous-Time Branching Processes
F. Avram
P. Patie
J. Wang
OriginalPaper 30 January 2018 Pages: 391 - 399
Susceptibility Sets and the Final Outcome of Collective Reed–Frost Epidemics
Frank Ball
OriginalPaper Open access 04 April 2018 Pages: 401 - 421
A Model-Point Approach to Indifference Pricing of Life Insurance Portfolios with Dependent Lives
Christophette Blanchet-Scalliet
Diana Dorobantu
Yahia Salhi
OriginalPaper 20 December 2017 Pages: 423 - 448
Equilibrium Distributions and Discrete Schur-constant Models
Anna Castañer
M. Mercè Claramunt
OriginalPaper 29 March 2018 Pages: 449 - 459
Tail Approximations for Sums of Dependent Regularly Varying Random Variables Under Archimedean Copula Models
Hélène Cossette
Etienne Marceau
Christian Y. Robert
OriginalPaper 06 January 2018 Pages: 461 - 490
Bounds on Concordance-Based Validation Statistics in Regression Models for Binary Responses
Michel Denuit
Mhamed Mesfioui
Julien Trufin
OriginalPaper 06 January 2018 Pages: 491 - 509
Ruin and Deficit Under Claim Arrivals with the Order Statistics Property
Dimitrina S. Dimitrova
Zvetan G. Ignatov
Vladimir K. Kaishev
OriginalPaper Open access 19 September 2018 Pages: 511 - 530
How Does Asymmetric Information Create Market Incompleteness?
Anne Eyraud-Loisel
OriginalPaper 24 September 2018 Pages: 531 - 538
Two-Sided Exit Problems in the Ordered Risk Model
Pierre-Olivier Goffard
OriginalPaper 15 November 2017 Pages: 539 - 549
Exhibiting Abnormal Returns Under a Risk Averse Strategy
Dimitrios G. Konstantinides
Georgios C. Zachos
OriginalPaper 26 September 2018 Pages: 551 - 566
Solvency Need Resulting from Reserving Risk in a ORSA Context
Geoffrey Nichil
Pierre Vallois
OriginalPaper 07 December 2017 Pages: 567 - 592
Multi-player, Multi-prize, Imperfectly Discriminating Contests
André de Palma
Soumyanetra Munshi
OriginalPaper 20 April 2018 Pages: 593 - 632
Approximating the Probability Density Function of a Transformation of Random Variables
Denys Pommeret
Laurence Reboul
OriginalPaper 06 April 2018 Pages: 633 - 645
Optimal Reinsurance via Dirac-Feynman Approach
Muhsin Tamturk
Sergey Utev
OriginalPaper Open access 04 October 2018 Pages: 647 - 659

Volume 21, Issue 2

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