Research interests

 

Initially starting from fluid queues and stochastic fluid networks, my research topics have slightly shifted to the study of (general) stochastic models. Those mainly include study of ruin problems and risk processes with reinvestment and/or diffusion. Another hot topic is reinsurance, which is in some way related to ruin problems in dimension greater than 1. I am also interested in links between first passage problems (typically applied to Risk theory) and Queueing theory, particularly in the so-called duality relation as first explained in the paper by Asmussen and Schock Petersen (1988). These days, I am also getting an interest in reliability issues, specifically in degradation/maintenance problems, as well as mathematical problems issued from biology/genomic issues, and estimation in ARMA models with regime switching. All in all, my global interest lies in applied probability  and applications/study of stochastic models to various problems in economics, life sciences, telecoms, etc., in a wide sense.

Published Papers (with downloadable preprints)

Coauthors (chronological order):

Bruno Sericola, INRIA Rennes.

Bruno Gaujal, INRIA Grenoble.

Florin Avram, Université de Pau.

Nikolai Leonenko, Cardiff University.

Andrei L.Badescu, University of Toronto.

Eric C.K.Cheung, University of New South Wales.

Cary C.L.Tsai, Simon Fraser University.

Christian Paroissin, Université de Pau.

Clément Dombry, Université Bourgogne Franche Comté.

Romain Biard, Université Bourgogne Franche Comté.

Bastien Mallein, Université Toulouse 3.

Jae Kyung Woo, University of New South Wales.

Ran Xu, Jiaotong-Liverpool University.

Yacouba Boubacar Maïnassara, Université Polytechnique Hauts de France.

Zeina Al Masry, Femto-st, Université Bourgogne Franche Comté.

Ghislain Verdier, Université de Pau.

Chifaa Al Dahik, Toulouse.

Jean-Marc Nicod, Femto-st, Université Bourgogne Franche Comté.

Stéphane Chrétien, Université Lyon 2.