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Francois Dufresne
Francois Dufresne
Department of Actuarial Science, Faculty of Business and Economics (HEC), University of Lausanne
在 unil.ch 的电子邮件经过验证
标题
引用次数
引用次数
年份
Risk theory for the compound Poisson process that is perturbed by diffusion
F Dufresne, HU Gerber
Insurance: mathematics and economics 10 (1), 51-59, 1991
5571991
Risk theory with the gamma process
F Dufresne, HU Gerber, ESW Shiu
ASTIN Bulletin: The Journal of the IAA 21 (2), 177-192, 1991
2241991
The surpluses immediately before and at ruin, and the amount of the claim causing ruin
F Dufresne, HU Gerber
Insurance: mathematics and Economics 7 (3), 193-199, 1988
2011988
Three methods to calculate the probability of ruin
F Dufresne, HU Gerber
ASTIN Bulletin: The Journal of the IAA 19 (1), 71-90, 1989
1441989
The probability and severity of ruin for combinations of exponential claim amount distributions and their translations
F Dufresne, HU Gerber
Insurance: Mathematics and Economics 7 (2), 75-80, 1988
921988
The probability of ruin for the inverse Gaussian and related processes
F Dufresne, HU Gerber
Insurance: Mathematics and Economics 12 (1), 9-22, 1993
401993
Distributions stationnaires d'un système bonus–malus et probabilité de ruine
F Dufresne
ASTIN Bulletin: The Journal of the IAA 18 (1), 31-46, 1988
401988
On age difference in joint lifetime modelling with life insurance annuity applications
F Dufresne, E Hashorva, G Ratovomirija, Y Toukourou
Annals of Actuarial Science 12 (2), 350-371, 2018
252018
Rational ruin problems—a note for the teacher
F Dufresne, HU Gerber
Insurance: Mathematics and Economics 10 (1), 21-29, 1991
161991
On integrated chance constraints in ALM for pension funds
YAF Toukourou, F Dufresne
ASTIN Bulletin: The Journal of the IAA 48 (2), 571-609, 2018
132018
The efficiency of the Swiss Bonus-Malus system
F Dufresne
Insurance Mathematics and Economics 1 (17), 65, 1995
81995
Some analytical approximations of stop-loss premiums
F Dufresne, E Niederhauser
Insurance Mathematics and Economics 3 (20), 266, 1997
71997
Probabilité et sévérité de la ruine: modèle classique de la théorie du risque collectif et une de ses extensions
F Dufresne
Chabloz, 1989
71989
Etude du contrôle du caractère économique des traitements basé sur les statistiques du Concordat des assureurs maladie suisses
A Dubey, F Dufresne
HEC Ecole des hautes études commerciales, Institut de sciences actuarielles, 2000
62000
An extension of Kornya's method with application to pension funds.
F Dufresne
Insurance Mathematics and Economics 3 (17), 233, 1996
51996
Between the individual and collective models, revisited
F Dufresne
Publications de I’ISA, 2002
32002
On bivariate lifetime modelling in life insurance applications
F Dufresne, E Hashorva, G Ratovomirija, Y Toukourou
arXiv preprint arXiv:1601.04351, 2016
12016
Discussion on “On Cramér’s First Contributions to Ruin Theory,” by Ennio Badolati and Sandra Ciccone, Volume 21 (2)
F Dufresne
North American Actuarial Journal 23 (3), 321-321, 2019
2019
How to get rid of round-off errors in recursive formulas
S Viquerat, F Dufresne
Insurance: Mathematics and Economics, 2008
2008
Insurance risk and ruin.
F Dufresne
ASTIN BULLETIN 35 (2), 487-488, 2005
2005
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