Landy Rabehasaina
Landy Rabehasaina
University Bourgogne Franche-Comté
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Cited by
Cited by
A two-dimensional risk model with proportional reinsurance
AL Badescu, ECK Cheung, L Rabehasaina
Journal of Applied Probability 48 (3), 749-765, 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
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
A second-order Markov-modulated fluid queue with linear service rate
L Rabehasaina, B Sericola
Journal of applied probability, 758-777, 2004
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
Risk processes with interest force in Markovian environment
L Rabehasaina
Stochastic Models 25 (4), 580-613, 2009
Moments of a Markov-modulated, irreducible network of fluid queues
L Rabehasaina
Journal of applied probability 43 (2), 510-522, 2006
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
Stability analysis of second-order fluid flow models in a stationary ergodic environment
L Rabehasaina, B Sericola
Annals of Applied Probability 13 (4), 1449-1473, 2003
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 (3), 307-350, 2018
High order expansions for renewal functions and applications to ruin theory
D Clément, R Landy
The Annals of Applied Probability 27 (4), 2342-2382, 2017
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
Monotonicity properties of multi-dimensional reflected diffusions in random environment and applications
L Rabehasaina
Stochastic processes and their applications 116 (2), 178-199, 2006
Transient analysis of a Markov modulated fluid queue with linear service rate
L Rabehasaina, B Sericola, D Al-Dabass
Proc. 10th Conf. Anal. Stoch. Modelling Tech. Appl, 234-239, 2003
A Markov additive risk process in dimension 2 perturbed by a fractional Brownian motion
L Rabehasaina
Stochastic Processes and their Applications 122 (8), 2925-2960, 2012
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
Analysis of the infinite server queues with semi-Markovian multivariate discounted inputs
L Rabehasaina, JK Woo
Queueing Systems 94 (3), 393-420, 2020
Estimation of weak ARMA models with regime changes
YB Maïnassara, L Rabehasaina
Statistical Inference for Stochastic Processes 23 (1), 1-52, 2020
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
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
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