Publications
Accepted/Published

2021 P.O. Goffard & P. Laub Approximate Bayesian Computations to fit and compare insurance loss models, to appear in Insurance:Mathematics and Economics

2021 H. Albrecher & P.O. Goffard On the profitability of selfish blockchain mining under consideration of ruin, to appear in Operations Research

2020 P.O. Goffard & P. Laub, Orthogonal polynomial expansions to evaluate stoploss premiums, Journal of Computationnal and Applied Mathematics

2019 P.O. Goffard & A. Sarantsev, Exponential convergence rate of ruin probabilities for leveldependent Lévy driven risk process, Journal of Applied Probability

2019 P.O. Goffard, Fraud risk assessment within blockchain transactions, Advances in Applied Probability.

2018 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

2021 P.O. Goffard Sequential Monte Carlo samplers to fit and compare insurance loss models, preprint

2021 K. Barigou, P.O. Goffard, S. Loisel & Y. Salhi Bayesian model averaging for mortality forecasting using leavefutureout validation, preprint

2020 P.O. Goffard, S. R. Jammalamadaka, & S. Meintanis Goodnessoffit tests for compound distributions with an application to insurance, preprint
Non peerreviewed
 2016 P.O. Goffard, Polynomial approximations suited for compound distribution: Applications to insurance, SCOR paper.