The following pages link to Jean-François Renaud (Q274167):
Displaying 20 items.
- A note on Parisian ruin with an ultimate bankruptcy level for Lévy insurance risk processes (Q274168) (← links)
- An insurance risk model with Parisian implementation delays (Q479172) (← links)
- The distribution of tax payments in a Lévy insurance risk model with a surplus-dependent taxation structure (Q659130) (← links)
- De Finetti's optimal dividends problem with an affine penalty function at ruin (Q659188) (← links)
- Occupation times of spectrally negative Lévy processes with applications (Q719777) (← links)
- On the distribution of cumulative Parisian ruin (Q1681195) (← links)
- Parisian ruin for a refracted Lévy process (Q2397862) (← links)
- Occupation times of intervals until first passage times for spectrally negative Lévy processes (Q2637212) (← links)
- (Q2787501) (← links)
- Joint distribution of a spectrally negative Lévy process and its occupation time, with step option pricing in view (Q2806357) (← links)
- Gerber–Shiu distribution at Parisian ruin for Lévy insurance risk processes (Q3188588) (← links)
- A Stochastic Control Problem with Linearly Bounded Control Rates in a Brownian Model (Q3382775) (← links)
- A Lévy Insurance Risk Process with Tax (Q3516409) (← links)
- Explicit Martingale Representations for Brownian Functionals and Applications to Option Hedging (Q3592748) (← links)
- Actuarial Finance (Q4630678) (← links)
- Pricing Occupation-Time Options in a Mixed-Exponential Jump-Diffusion Model (Q4682697) (← links)
- On the time spent in the red by a refracted L\'evy risk process (Q5176527) (← links)
- A unified approach to ruin probabilities with delays for spectrally negative Lévy processes (Q5193492) (← links)
- Distribution of the Present Value of Dividend Payments in a Lévy Risk Model (Q5443741) (← links)
- A note on the optimal dividends problem with transaction costs in a spectrally negative Lévy model with Parisian ruin (Q6192584) (← links)
