41 citations · 80 across the 7 of their papers we have counts for
7 papers
On the Depletion Problem for an Insurance Risk Process: New Non-ruin Quantities in Collective Risk Theory
Zied Ben-Salah, Hélène Guérin, Manuel Morales +1
The field of risk theory has traditionally focused on ruin-related quantities. In particular, the socalled Expected Discounted Penalty Function has been the object of a thorough st…
On the Laplace transform of perpetuities with thin tails
Jean-Baptiste Bardet, Hélène Guerin, Florent Malrieu
We consider the random variables which are solutions of the distributional equation $R\overset{\cL}{=}MR+Q$, where is independent of and $\ABS{M}\leq 1$. Goldie and…
Long time behavior of diffusions with Markov switching
Jean-Baptiste Bardet, Hélène Guerin, Florent Malrieu
Let be an Ornstein-Uhlenbeck diffusion governed by an ergodic finite state Markov process : , given. Under ergodicity condition, we get q…
Measurability of optimal transportation and strong coupling of martingale measures
Joaquin Fontbona, Helene Guerin, Sylvie Meleard
We consider the optimal mass transportation problem in $\RR^d$ with measurably parameterized marginals, for general cost functions and under conditions ensuring the existence of a…
Well-posedness of the spatially homogeneous Landau equation for soft potentials
Hélène Guerin, Nicolas Fournier
We consider the spatially homogeneous Landau equation of kinetic theory, and provide a differential inequality for the Wasserstein distance with quadratic cost between two solution…
On the uniqueness for the spatially homogeneous Boltzmann equation with a strong angular singularity
Nicolas Fournier, Hélène Guérin
We prove an inequality on the Wasserstein distance with quadratic cost between two solutions of the spatially homogeneous Boltzmann equation without angular cutoff, from which we d…