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Francois Dufresne
Francois Dufresne
Department of Actuarial Science, Faculty of Business and Economics (HEC), University of Lausanne
Verified email at unil.ch
Title
Cited by
Cited by
Year
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
5501991
Risk theory with the gamma process
F Dufresne, HU Gerber, ESW Shiu
ASTIN Bulletin: The Journal of the IAA 21 (2), 177-192, 1991
2211991
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
2001988
Three methods to calculate the probability of ruin
F Dufresne, HU Gerber
ASTIN Bulletin: The Journal of the IAA 19 (1), 71-90, 1989
1421989
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
941988
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
The probability of ruin for the inverse Gaussian and related processes
F Dufresne, HU Gerber
Insurance: Mathematics and Economics 12 (1), 9-22, 1993
391993
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
262018
Rational ruin problems—a note for the teacher
F Dufresne, HU Gerber
Insurance: Mathematics and Economics 10 (1), 21-29, 1991
161991
The efficiency of the Swiss Bonus-Malus system
F Dufresne
Insurance Mathematics and Economics 1 (17), 65, 1995
81995
On integrated chance constraints in ALM for pension funds
YAF Toukourou, F Dufresne
arXiv preprint arXiv:1503.05343, 2015
72015
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
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
62018
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
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