Publications
Accepted/Published

2017 P.O. Goffard & C. Lefèvre, Duality in ruin problems for ordered risk models, Insurance: Mathematics and Economics.

2017 P.O. Goffard, Twosided exit problems in the ordered risk model, Methodology and Computing in Applied probability.

2016 P.O. Goffard & C. Lefèvre, Boundary crossing of order statistic point processes, Journal of Mathematical Analysis and Applications.

2015 P.O. Goffard, S. Loisel & D. Pommeret, Polynomial approximations for bivariate aggregate claims amount probability distributions, Methodology and Computing in Applied Probability.

2015 P.O. Goffard & X. Guerrault, Is it optimal to group policyholder by age, gender, and seniority for BEL computations based on model points?, European Actuarial Journal.

2015 P.O. Goffard, S. Loisel & D. Pommeret, A polynomial expansion to approximate the ultimate ruin probability in the compound Poisson ruin model, Journal of Computational and Applied Mathematics.
Chapter in book

2015 S. Asmussen, P.O. Goffard, & P. Laub, Orthonormal polynomial expansions and lognormal sum densities, Risk and Stochastics  Festschrift for Ragnar Norberg (forthcoming).

2015 P.O. Goffard, Approximations polynomiales de densités de probabilité et applications en assurance, PhD Thesis, AixMarseille Université.
Submitted/Under revision

2017 P.O. Goffard & P. Laub, Two numerical methods to evaluate stoploss premiums, preprint

2017 P.O. Goffard & A. Sarantsev, Exponential convergence rate of ruin probabilities for leveldependent Lévy driven risk process, preprint
Non peerreviewed
 2016 P.O. Goffard, Polynomial approximations suited for compound distribution: Applications to insurance, SCOR paper.