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François Dufresne
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|
Phd and Masters theses
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15 publications
2018
|
2008
|
2005
|
2004
|
2003
|
1997
|
1996
|
1995
|
1993
|
1991
|
1989
|
1988
|
2018
On age difference in joint lifetime modelling with life insurance annuity applications
Dufresne François
,
Hashorva Enkelejd
,
Ratovomirija Gildas
,
Toukourou Youssouf
,
2018/09
.
Annals of Actuarial Science
,
12
(
02
) pp.
350-371
. Peer-reviewed
.
[
DOI
][
serval:BIB_F57F9EB569D0
]
ici le détail
2008
How to get rid of round-off errors in recursive formulas
Viquerat S.
,
Dufresne F.
,
2008
. dans
Insurance: Mathematics and Economics
.
[
serval:BIB_5B0FFD507E37
]
ici le détail
2005
Book Reviews. David C.M. Dickson (2005) Insurance Risk and Ruin. Cambridge University Press (CUP). ISBN 0-521-846404.
Dufresne F.
,
2005/11
.
ASTIN Bulletin
,
35
(
02
) pp.
487-488
.
[
DOI
][
serval:BIB_EDA62C6D13BC
]
ici le détail
2004
Evaluating the distribution of the discounted value of cash flows
Stoica D.
,
Dufresne F.
,
2004
. p.
466
dans
Insurance: Mathematics and Economics
.
[
serval:BIB_79CA852AD405
]
ici le détail
2003
Recursive calculation of moments and spproximation of the accumulated value of cash flows
Stoica D.
,
Dufresne F.
,
2003
. dans
Insurance: Mathematics and Economics
.
[
serval:BIB_75FC2DA99954
]
ici le détail
1997
Some analytical approximations of stop-loss premiums
Dufresne F.
,
Niederhauser E.
,
1997
.
Bulletin de l'Association Suisse des Actuaires
1
pp.
25-47
. Peer-reviewed
.
[
serval:BIB_6A6C778AB91B
]
ici le détail
1996
An Extension of Kornya's Method with Application to Pension Funds
Dufresne F.
,
1996
.
Bulletin de l'Association Suisse des Actuaires
2
pp.
171-181
. Peer-reviewed
.
[
serval:BIB_2647B5763858
]
ici le détail
1995
The Efficiency of the Swiss Bonus-malus System
Dufresne F.
,
1995
.
Bulletin de l'Association Suisse des Actuaires
1
pp.
29-42
. Peer-reviewed
.
[
serval:BIB_A14A5BD2A975
]
ici le détail
1993
The Probability of Ruin for the Inverse Gaussian and Related Processes
Dufresne F.
,
Gerber H.U.
,
1993
.
Insurance: Mathematics and Economics
,
12
(
1
) pp.
9-22
. Peer-reviewed
.
[
DOI
][
WoS
][
serval:BIB_586E3BFB8871
]
ici le détail
1991
Rational ruin problems - A note for the teacher
Dufresne F.
,
Gerber H.U.
,
1991
.
Insurance: Mathematics and Economics
,
10
(
1
) pp.
21-29
. Peer-reviewed
.
[
DOI
][
WoS
][
serval:BIB_7B1AA57DEDF8
]
ici le détail
Risk theory for the compound Poisson process that is perturbed by diffusion
Dufresne F.
,
Gerber H.U.
,
1991
.
Insurance: Mathematics and Economics
,
10
(
1
) pp.
51-59
. Peer-reviewed
.
[
DOI
][
WoS
][
serval:BIB_98737F70AC6B
]
ici le détail
Risk Theory with the Gamma Process
Dufresne François
,
Gerber Hans U.
,
Shiu Elias S. W.
,
1991
.
ASTIN Bulletin
,
21
(
02
) pp.
177-192
. Peer-reviewed
.
[
DOI
][
serval:BIB_3A1B400E4B49
]
ici le détail
1989
Three methods to calculate the probability of ruin
Dufresne F.
,
Gerber H.U.
,
1989
.
ASTIN Bulletin
,
19
(
1
) pp.
71-90
. Peer-reviewed
.
[
serval:BIB_F9E4C45878CB
]
ici le détail
1988
The probability and severity of ruin for combinations of exponential claim amount distribution and their translations
Dufresne F.
,
Gerber H.U.
,
1988
.
Insurance: Mathematics and Economics
,
7
(
2
) pp.
75-80
. Peer-reviewed
.
[
DOI
][
WoS
][
serval:BIB_DD028B02958C
]
ici le détail
The surpluses immediately before and at ruin, and the amount of the claim causing ruin
Dufresne F.
,
Gerber H.U.
,
1988
.
Insurance: Mathematics and Economics
,
7
(
3
) pp.
193-199
. Peer-reviewed
.
[
DOI
][
WoS
][
serval:BIB_EFC1F4DF071E
]
ici le détail
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