Francois Dufresne

Francois Dufresne

Université de Lausanne - Lausanne / Switzerland
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 917079
Universität Lausanne
person_outline Francois Dufresne's MOST POPULAR ARTICLES
1-) Risk theory for the compound Poisson process that is perturbed by diffusionF Dufresne, HU GerberInsurance: mathematics and economics 10 (1), 51-59, 19915231991
2-) Risk theory with the gamma processF Dufresne, HU Gerber, ESW ShiuASTIN Bulletin: The Journal of the IAA 21 (2), 177-192, 19912111991
3-) The surpluses immediately before and at ruin, and the amount of the claim causing ruinF Dufresne, HU GerberInsurance: mathematics and Economics 7 (3), 193-199, 19882001988
4-) Three methods to calculate the probability of ruinF Dufresne, HU GerberASTIN Bulletin: The Journal of the IAA 19 (1), 71-90, 19891431989
5-) The probability and severity of ruin for combinations of exponential claim amount distributions and their translationsF Dufresne, HU GerberInsurance: Mathematics and Economics 7 (2), 75-80, 1988891988