From deterministic to stochastic surrender risk models: Impact of correlation crises on economic capital. - Stéphane Loisel; Xavier Milhaud (Eur. J. Oper. Res., 2011)

Competition among non-life insurers under solvency constraints: A game-theoretic approach. - Christophe Dutang; Hansjörg Albrecher; Stéphane Loisel (Eur. J. Oper. Res., 2013)

On Multiply Monotone Distributions, Continuous or Discrete, with Applications. - Claude Lefèvre; Stéphane Loisel (J. Appl. Probab., 2013)

Discrete Schur-constant models. - Anna Castañer; Maria Mercè Claramunt; Claude Lefèvre; Stéphane Loisel (J. Multivar. Anal., 2015)

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)

On finite exchangeable sequences and their dependence. - Claude Lefèvre; Stéphane Loisel; Sergey Utev (J. Multivar. Anal., 2017)

Partially Schur-constant models. - Anna Castañer; Maria Mercè Claramunt; Claude Lefèvre; Stéphane Loisel (J. Multivar. Anal., 2019)

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