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)

Exponential convergence rate of ruin probabilities for level-dependent Lévy-driven risk processes. - Pierre-Olivier Goffard; Andrey Sarantsev (J. Appl. Probab., 2019)

Orthogonal polynomial expansions to evaluate stop-loss premiums. - Pierre-Olivier Goffard; Patrick J. Laub (J. Comput. Appl. Math., 2020)

Blockchain mining in pools: Analyzing the trade-off between profitability and ruin. - Hansjörg Albrecher; Dina Finger; Pierre-Olivier Goffard (CoRR, 2021)

On the Profitability of Selfish Blockchain Mining Under Consideration of Ruin. - Hansjörg Albrecher; Pierre-Olivier Goffard (Oper. Res., 2022)

Collaborative and parametric insurance on the Ethereum blockchain. - Pierre-Olivier Goffard; Stéphane Loisel (CoRR, 2024)