Pierre-Olivier Goffard

According to our database, Pierre-Olivier Goffard authored at least 5 papers between 2016 and 2022.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2022

On the Profitability of Selfish Blockchain Mining Under Consideration of Ruin.

Hansjörg Albrecher, Pierre-Olivier Goffard

Oper. Res., 2022

2021

Blockchain mining in pools: Analyzing the trade-off between profitability and ruin.

Hansjörg Albrecher, Dina Finger, Pierre-Olivier Goffard

CoRR, 2021

2020

Orthogonal polynomial expansions to evaluate stop-loss premiums.

Pierre-Olivier Goffard, Patrick J. Laub

J. Comput. Appl. Math., 2020

2019

Exponential convergence rate of ruin probabilities for level-dependent Lévy-driven risk processes.

Pierre-Olivier Goffard, Andrey Sarantsev

J. Appl. Probab., 2019

2016

A polynomial expansion to approximate the ultimate ruin probability in the compound Poisson ruin model.

Pierre-Olivier Goffard, Stéphane Loisel, Denys Pommeret

J. Comput. Appl. Math., 2016