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 | 557 | 1991 |
Risk theory with the gamma process F Dufresne, HU Gerber, ESW Shiu ASTIN Bulletin: The Journal of the IAA 21 (2), 177-192, 1991 | 224 | 1991 |
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 | 201 | 1988 |
Three methods to calculate the probability of ruin F Dufresne, HU Gerber ASTIN Bulletin: The Journal of the IAA 19 (1), 71-90, 1989 | 144 | 1989 |
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 | 92 | 1988 |
The probability of ruin for the inverse Gaussian and related processes F Dufresne, HU Gerber Insurance: Mathematics and Economics 12 (1), 9-22, 1993 | 40 | 1993 |
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 | 40 | 1988 |
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 | 25 | 2018 |
Rational ruin problems—a note for the teacher F Dufresne, HU Gerber Insurance: Mathematics and Economics 10 (1), 21-29, 1991 | 16 | 1991 |
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 | 13 | 2018 |
The efficiency of the Swiss Bonus-Malus system F Dufresne Insurance Mathematics and Economics 1 (17), 65, 1995 | 8 | 1995 |
Some analytical approximations of stop-loss premiums F Dufresne, E Niederhauser Insurance Mathematics and Economics 3 (20), 266, 1997 | 7 | 1997 |
Probabilité et sévérité de la ruine: modèle classique de la théorie du risque collectif et une de ses extensions F Dufresne Chabloz, 1989 | 7 | 1989 |
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 | 6 | 2000 |
An extension of Kornya's method with application to pension funds. F Dufresne Insurance Mathematics and Economics 3 (17), 233, 1996 | 5 | 1996 |
Between the individual and collective models, revisited F Dufresne Publications de I’ISA, 2002 | 3 | 2002 |
On bivariate lifetime modelling in life insurance applications F Dufresne, E Hashorva, G Ratovomirija, Y Toukourou arXiv preprint arXiv:1601.04351, 2016 | 1 | 2016 |
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 |