François Dufresne - ARCHIVE

Publications | Mémoires et thèses

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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]
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]
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]
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]
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]
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]
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]
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]
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]
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]
 
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]
 
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]
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]
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]
 
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]
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