4 citations · 6 across the 8 of their papers we have counts for
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cs.CR2021
Blockchain mining in pools: Analyzing the trade-off between profitability and ruin
Hansjoerg Albrecher, Dina Finger, Pierre-Olivier Goffard
The resource-consuming mining of blocks on a blockchain equipped with a proof of work consensus protocol bears the risk of ruin, namely when the operational costs for the mining ex…
stat.AP2021
Bayesian model averaging for mortality forecasting using leave-future-out validation
Karim Barigou, Pierre-Olivier Goffard, Stéphane Loisel +1
Predicting the evolution of mortality rates plays a central role for life insurance and pension funds.Various stochastic frameworks have been developed to model mortality patterns…