Matthieu Simon

Schur-Constant and Related Dependence Models, with Application to Ruin Probabilities

Claude Lefevre, Matthieu Simon

Journal article  |  2019  |  Methodology and Computing in Applied Probability

On barrier option pricing by Erlangization in a regime-switching model with jumps

G Deelstra, G Latouche, M Simon

Journal article  |  2019  |  Journal of Computational and Applied Mathematics

Markov-modulated Brownian motions perturbed by catastrophes

M Simon

Journal article  |  2019  |  Stochastics

Markov-Modulated Brownian Motion with Temporary Change of Regime at Level Zero

Guy Latouche, Matthieu Simon

Journal article  |  2018  |  Methodology and Computing in Applied Probability

Spread and basket option pricing in a Markov-modulated Levy framework with synchronous jumps

Griselda Deelstra, Sinem Kozpinar, Matthieu Simon

Journal article  |  2018  |  Applied Stochastic Models in Business and Industry

Cross-infection in epidemics spread by carriers

Claude Lefevre, Matthieu Simon

Journal article  |  2018  |  Stochastic Models

Multivariate European option pricing in a Markov-modulated Levy framework

Griselda Deelstra, Matthieu Simon

Journal article  |  2017  |  Journal of Computational and Applied Mathematics

EPIDEMIC RISK AND INSURANCE COVERAGE

Claude Lefevre, Philippe Picard, Matthieu Simon

Journal article  |  2017  |  Journal of Applied Probability

SIR EPIDEMICS WITH STAGES OF INFECTION

Claude Lefevre, Matthieu Simon

Journal article  |  2016  |  Advances in Applied Probability