| Orthonormal polynomial expansions and lognormal sum densities S Asmussen, PO Goffard, PJ Laub Risk and Stochastics: Ragnar Norberg, 127-150, 2019 | 37 | 2019 |
| Fraud risk Assessment within blockchain transactions PO Goffard http://pierre-olivier.goffard.me/Publications …, 2018 | 34 | 2018 |
| A polynomial expansion to approximate the ultimate ruin probability in the compound Poisson ruin model PO Goffard, S Loisel, D Pommeret Journal of Computational and Applied Mathematics 296, 499-511, 2016 | 27 | 2016 |
| Polynomial approximations for bivariate aggregate claims amount probability distributions PO Goffard, S Loisel, D Pommeret Methodology and Computing in Applied Probability 19, 151-174, 2017 | 22 | 2017 |
| On the profitability of selfish blockchain mining under consideration of ruin A Hansjoerg, G Pierre-Olivier Operations Research 70 (1), 179-200, 2022 | 18 | 2022 |
| Bayesian model averaging for mortality forecasting using leave-future-out validation K Barigou, PO Goffard, S Loisel, Y Salhi International Journal of Forecasting 39 (2), 674-690, 2023 | 16 | 2023 |
| Boundary crossing of order statistics point processes PO Goffard, C Lefèvre Journal of Mathematical Analysis and Applications 447 (2), 890-907, 2017 | 11 | 2017 |
| Is it optimal to group policyholders by age, gender, and seniority for BEL computations based on model points? PO Goffard, X Guerrault European Actuarial Journal 5 (1), 165-180, 2015 | 10 | 2015 |
| Blockchain mining in pools: Analyzing the trade-off between profitability and ruin H Albrecher, D Finger, PO Goffard Insurance: Mathematics and Economics 105, 313-335, 2022 | 8 | 2022 |
| Approximate Bayesian Computations to fit and compare insurance loss models PO Goffard, PJ Laub Insurance: Mathematics and Economics 100, 350-371, 2021 | 8 | 2021 |
| Goodness-of-fit procedures for compound distributions with an application to insurance PO Goffard, SR Jammalamadaka, SG Meintanis Journal of Statistical Theory and Practice 16 (3), 52, 2022 | 7 | 2022 |
| Duality in ruin problems for ordered risk models PO Goffard, C Lefèvre Insurance: Mathematics and Economics 78, 44-52, 2018 | 6 | 2018 |
| Orthogonal polynomial expansions to evaluate stop-loss premiums PO Goffard, PJ Laub Journal of Computational and Applied Mathematics 370, 112648, 2020 | 5 | 2020 |
| Exponential convergence rate of ruin probabilities for level-dependent Lévy-driven risk processes PO Goffard, A Sarantsev Journal of Applied Probability 56 (4), 1244-1268, 2019 | 5 | 2019 |
| Lessons learnt from the use of compartmental models over the COVID-19 induced lockdown in France R Gauchon, N Ponthus, C Pothier, C Rigotti, V Volpert, S Derrode, ... medRxiv, 2021.01. 11.21249565, 2021 | 4 | 2021 |
| Two-sided exit problems in the ordered risk model PO Goffard Methodology and Computing in Applied Probability 21 (2), 539-549, 2019 | 4 | 2019 |
| Two numerical methods to evaluate stop-loss premiums PO Goffard, PJ Laub J Comput Appl Math (to appear), 2019 | 4 | 2019 |
| Approximations polynomiales de densités de probabilité et applications en assurance PO Goffard éditeur inconnu, 2015 | 4 | 2015 |
| Sequential Monte Carlo samplers to fit and compare insurance loss models PO Goffard Scandinavian Actuarial Journal 2023 (8), 765-787, 2023 | 1 | 2023 |
| Market-based insurance ratemaking PO Goffard, P Piette, GW Peters | 1 | 2023 |
Patrick J. LaubThe University of New South WalesVerified email at unsw.edu.au
