| 2014-12 |
On the design of customized risk measures in insurance, the problem of capital allocation and the theory of fluctuations for Lévy processes |
Omidi Firouzi, Hassan |
Morales, Manuel|Mailhot, Mélina |
| 2012-08 |
On some Density Theorems in Number Theory and Group Theory |
Bardestani, Mohammad |
Granville, Andrew |
| 2011-07 |
On some aspects of coherent risk measures and their applications |
Assa, Hirbod |
Rémillard, Bruno|Morales, Manuel |
| 1998 |
On robust credibility models for premiums, including weighted regression |
Pitselis, Georgios |
Angers, Jean-François|Garrido, José |
| 2025-01 |
Numerical methods for discrete-time quadratic hedging |
Sabelli, Fabrizzio |
Augustyniak, Maciej |
| 1998 |
Nouvelles constructions de méthodes de volumes/éléments finis pour les écoulements transsoniques/supersoniques compressibles |
Madrane, Aziz |
Arminjon, Paul |
| 1995 |
Nouveaux tests d'ajustement pour la loi de Poisson et généralisation |
Huard, Lysane |
Doray, Louis |
| 2000 |
Nomogramme, machines à calculer et autres instruments mathématiques |
Laplante, Annie |
Turgeon, Jean |
| 1996 |
Nombres surréels : décompositions de la forme normale, extrema, sommes infinies et fonctions d'ensembles |
Lemire, Denis |
Saeki, Hidemitsu |
| 2012-06 |
New simulation schemes for the Heston model |
Bégin, Jean-François |
Bédard, Mylène|Gaillardetz, Patrice |