Accepted/Published

17. Hansjoerg Albrecher, Dina Finger & P.O. Goffard. Empirical risk analysis of mining a Proof-of-Work blockchain. Decisions in Economics and Finance (2023). DOI, preprint.

16. P.O. Goffard. Sequential Monte Carlo samplers to fit and compare insurance loss models. Scandinavian Actuarial Journal (2022). DOI, preprint.

15. P.O. Goffard & S. Rao Jammalamdaka & S. Meintanis. Goodness-of-Fit Procedures for Compound Distributions with an Application to Insurance. Journal of Statistical Theory and Practice (2022). DOI, preprint.

14. K. Barigou & P.O. Goffard & S. Loisel & Y. Salhi. Bayesian model averaging for mortality forecasting using leave-future-out validation. International Journal of Forecasting (2022). DOI, preprint.

13. H. Albrecher & D. Finger & P.O. Goffard. Blockchain mining in pools: Analyzing the trade-off between profitability and ruin. Insurance: Mathematics and Economics (2022). DOI, preprint.

12. P.O. Goffard & P. Laub. Approximate Bayesian Computations to fit and compare insurance loss models. Insurance: Mathematics and Economics (2021). DOI, preprint.

11. H. Albrecher & P.O. Goffard. On the Profitability of Selfish Blockchain Mining Under Consideration of Ruin. Operations Research (2021). DOI, preprint.

10. P.O. Goffard & Patrick Laub. Orthogonal polynomial expansions to evaluate stop-loss premiums. Journal of Computational and Applied Mathematics (2020). DOI, preprint.

9. Søren Asmussen, P.O. Goffard & Patrick Laub. Orthonormal polynomial expansion and lognormal sum densities. Risk and Stochastics - Festschrift for Ragnar Norberg. DOI, preprint.

8. P.O. Goffard & Andrey Sarantsev. Exponential convergence rate of ruin probabilities for Level-dependent Lévy driven risk process. Journal of Applied Probability (2019). DOI, preprint.

7. P.O. Goffard. Fraud risk assessment within blockchain transactions. Advances in Applied Probability (2019). DOI, preprint.

6. P.O. Goffard. Two-sided exit problems in the ordered risk model}{Methodology and Computing in Applied Probability. Methodology and Computing in Applied Probability (2019). DOI, preprint.

5. P.O. Goffard & Claude Lefèvre. Duality in ruin problems for ordered risk models. Insurance: Mathematics and Economics (2018). DOI, preprint.

4. P.O. Goffard & Claude Lefèvre. Boundary crossing problem of order statistic point processes. Journal of Mathematical Analysis and Applications (2017), DOI, preprint.

3. P.O. Goffard, Stephane Loisel & Denys Pommeret. Polynomial approximations for bivariate aggregate claims amount probability distributions. Methodology and Computing in Applied Probability (2017), DOI, preprint.

2. P.O. Goffard, Stephane Loisel & Denys Pommeret. A polynomial expansion to approximate the ultimate ruin probability in the compound Poisson ruin model. Journal of Computational and Applied Mathematics (2016), DOI, preprint.

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

Submitted/Under revision

P.O. Goffard, Gareth Peters & Pierrick Piette. Market-based Insurance Ratemaking. (2023), preprint.

Eleonore Blanchard & P.O. Goffard. Data driven investment strategies using Bayesian inference in regime switching models. (2024), preprint.

Doctoral thesis

P.O. Goffard. Approximations polynomiales de densités de probabilité et applications en assurance, PhD Thesis, Aix-Marseille Université. Manuscript

Actuarial science thesis

P.O. Goffard. Echantillonneurs de Monte Carlo séquentiels pour la calibration et la sélection d’un modèle composite pour les pertes en assurance non-vie, Actuarial Science Thesis, ISFA, Université Claude Bernard Lyon 1. Manuscript