A two-dimensional risk model with proportional reinsurance AL Badescu, ECK Cheung, L Rabehasaina Journal of Applied Probability 48 (3), 749-765, 2011 | 51 | 2011 |
Rewrite systems for natural, integral, and rational arithmetic E Contejean, C Marché, L Rabehasaina International Conference on Rewriting Techniques and Applications, 98-112, 1997 | 35 | 1997 |
Series expansions for the first passage distribution of Wong–Pearson jump-diffusions F Avram, N Leonenko, L Rabehasaina Stochastic Analysis and Applications 27 (4), 770-796, 2009 | 26 | 2009 |
Wind and solar forecasting for renewable energy system using sarima-based model M Haddad, J Nicod, YB Mainassara, L Rabehasaina, Z Al Masry, M Péra International conference on time series and forecasting, 2019 | 24 | 2019 |
First and last passage times of spectrally positive Lévy processes with application to reliability C Paroissin, L Rabehasaina Methodology and Computing in Applied Probability 17 (2), 351-372, 2015 | 22 | 2015 |
A second-order Markov-modulated fluid queue with linear service rate L Rabehasaina, B Sericola Journal of applied probability 41 (3), 758-777, 2004 | 21 | 2004 |
Risk processes with interest force in Markovian environment L Rabehasaina Stochastic Models 25 (4), 580-613, 2009 | 16 | 2009 |
On a class of dependent Sparre Andersen risk models and a bailout application F Avram, AL Badescu, MR Pistorius, L Rabehasaina Insurance: Mathematics and Economics 71, 27-39, 2016 | 11 | 2016 |
Moments of a Markov-modulated, irreducible network of fluid queues L Rabehasaina Journal of applied probability 43 (2), 510-522, 2006 | 11 | 2006 |
Multitype branching process with non-homogeneous Poisson and contagious Poisson immigration L Rabehasaina, JK Woo Journal of Applied Probability 58 (4), 1007-1042, 2021 | 9 | 2021 |
Stability analysis of second-order fluid flow models in a stationary ergodic environment L Rabehasaina, B Sericola The Annals of Applied Probability 13 (4), 1449-1473, 2003 | 8 | 2003 |
High order expansions for renewal functions and applications to ruin theory D Clément, R Landy | 7 | 2017 |
A survey of some recent results on risk theory F Avram, R Biard, C Dutang, S Loisel, L Rabehasaina ESAIM: Proceedings 44, 322-337, 2014 | 7 | 2014 |
On a multivariate renewal-reward process involving time delays and discounting: applications to IBNR processes and infinite server queues L Rabehasaina, JK Woo Queueing Systems 90, 307-350, 2018 | 6* | 2018 |
Asymptotic correlation structure of discounted Incurred But Not Reported claims under fractional Poisson arrival process ECK Cheung, L Rabehasaina, JK Woo, R Xu European Journal of Operational Research 276 (2), 582-601, 2019 | 5 | 2019 |
Estimation of weak ARMA models with regime changes Y Boubacar Maïnassara, L Rabehasaina Statistical Inference for Stochastic Processes 23, 1-52, 2020 | 4 | 2020 |
Monotonicity properties of multi-dimensional reflected diffusions in random environment and applications L Rabehasaina Stochastic processes and their applications 116 (2), 178-199, 2006 | 4 | 2006 |
Transient analysis of a Markov modulated fluid queue with linear service rate L Rabehasaina, B Sericola, D Al-Dabass 10th Conference in Analytical and Stochastic Modelling Techniques and …, 2003 | 4 | 2003 |
A frank-wolfe based algorithm for robust discrete optimization under uncertainty C Al Dahik, Z Al Masry, S Chrétien, JM Nicod, L Rabehasaina 2020 Prognostics and Health Management Conference (PHM-Besançon), 247-252, 2020 | 3 | 2020 |
Ruin time and aggregate claim amount up to ruin time for the perturbed risk process L Rabehasaina, C Chi-Liang Tsai Scandinavian Actuarial Journal 2013 (3), 186-212, 2013 | 3 | 2013 |