Epidemic risk and insurance coverage. - Claude Lefèvre; Philippe Picard; Matthieu Simon (J. Appl. Probab., 2017)

Multivariate European option pricing in a Markov-modulated Lévy framework. - Griselda Deelstra; Matthieu Simon (J. Comput. Appl. Math., 2017)

On barrier option pricing by Erlangization in a regime-switching model with jumps. - Griselda Deelstra; Guy Latouche; Matthieu Simon (J. Comput. Appl. Math., 2020)

SIR epidemics driven by Feller processes. - Matthieu Simon (J. Appl. Probab., 2023)