5th Insurance: Mathematics and Economics,
Penn State. On the Distribution of the
Surplus Prior to Ruin and at Ruin in
Discrete Semi-Markov risk model. July
23-25 2001.
Journée de contact FNRS, groupes
Sciences Actuarielles, organisée
à l’UCL. Sur la distribution
du surplus avant et au moment de la
ruine dans un modèle de risque
semi-Markovien. 16
mai 2001.
2nd International Symposium on Semi-Markov
Models: Theory and Applications, Compiegne.
The Severity of ruin in the Markov-Modulated
Risk Models. 9-11
December 1998.
Séminaires de l'ULB. On the
Severity of ruin in the Markov-Modulated
Risk Models. 1998.