Daniel Dufresne

MaRDI QIDQ193663zbMATH OpenFDO

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Stochastic life annuities North American Actuarial Journal	2022-01-10	Paper
Gram-Charlier processes and applications to option pricing Journal of Probability and Statistics	2018-08-14	Paper
A general formula for option prices in a stochastic volatility model Applied Mathematical Finance	2017-10-05	Paper
Some two-dimensional extensions of Bougerol's identity in law for the exponential functional of linear Brownian motion Revista Matemática Iberoamericana	2014-02-21	Paper
G distributions and the beta-gamma algebra Electronic Journal of Probability	2011-09-09	Paper
The beta product distribution with complex parameters Communications in Statistics: Theory and Methods	2010-05-21	Paper
Fitting combinations of exponentials to probability distributions Applied Stochastic Models in Business and Industry	2007-12-16	Paper
scientific article; zbMATH DE number 5005907 (Why is no real title available?)	2006-02-13	Paper
The log-normal approximation in financial and other computations Advances in Applied Probability	2005-03-30	Paper
An affine property of the reciprocal Asian option process Osaka Journal of Mathematics	2002-06-10	Paper
The integral of geometric Brownian motion Advances in Applied Probability	2002-02-24	Paper
Pension Funding with Moving Average Rates of Return Scandinavian Actuarial Journal	2001-09-16	Paper
Laguerre series for Asian and other options Mathematical Finance	2001-03-29	Paper
Algebraic properties of beta and gamma distributions, and applications Advances in Applied Mathematics	1999-06-15	Paper
scientific article; zbMATH DE number 1163906 (Why is no real title available?)	1998-08-04	Paper
On the stochastic equation \({\mathcal L}(X)={\mathcal L}[B(X+C)\) and a property of gamma distributions] Bernoulli	1996-12-08	Paper
The Distribution of a Perpetuity, with Applications to Risk Theory and Pension Funding Scandinavian Actuarial Journal	1992-06-25	Paper
Weak convergence of random growth processes with applications to insurance Insurance Mathematics & Economics	1989-01-01	Paper
Stability of pension systems when rates of return are random Insurance Mathematics & Economics	1989-01-01	Paper
scientific article; zbMATH DE number 3980326 (Why is no real title available?)	1986-01-01	Paper

Research outcomes over time

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