D. Landriault

发表

Compound binomial risk model in a markovian environment

É. Marceau, Hélène Cossette, D. Landriault, 2004 .

Ruin Probabilities in the Compound Markov Binomial Model

É. Marceau, Hélène Cossette, D. Landriault, 2003 .

On series expansions for scale functions and other ruin-related quantities

G. Willmot, D. Landriault, 2020, Scandinavian Actuarial Journal.

Analysis of IBNR claims in renewal insurance models

G. Willmot, D. Landriault, Di Xu, 2017 .

On occupation times in the red of Lévy risk models

Mohamed Amine Lkabous, D. Landriault, B. Li, 2019, Insurance: Mathematics and Economics.

Applications of fluid flow matrix analytic methods in ruin theory —a review

D. Landriault, A. Badescu, 2009 .

On the dual risk model with tax payments

Hansjörg Albrecher, David Landriault, Andrei L. Badescu, 2008 .

Joint Insolvency Analysis of a Shared MAP Risk Process: A Capital Allocation Application

Jun Cai, D. Landriault, Wei Wei, 2017 .

Drawdown analysis for the renewal insurance risk process

Bin Li, Shu Li, David Landriault, 2016 .

A risk model with varying premiums: Its risk management implications

C. Lemieux, D. Landriault, Shu Li, 2015 .

Gerber–Shiu analysis with a generalized penalty function

Eric C. K. Cheung, G. Willmot, D. Landriault, 2010 .

Recursive Calculation of the Dividend Moments in a Multi-threshold Risk Model

D. Landriault, A. Badescu, 2008 .

On the analysis of a multi-threshold Markovian risk model

Steve Drekic, David Landriault, Andrei L. Badescu, 2007 .

Analysis of a threshold dividend strategy for a MAP risk model

Steve Drekic, David Landriault, Andrei L. Badescu, 2007 .

Analysis of a Dividend Barrier Strategy for a Class of Markovian Risk Models

D. Landriault, A. Badescu, Steve Drekic, 2006 .

Moment-Based Approximation with Mixed Erlang Distributions

É. Marceau, Hélène Cossette, D. Landriault, 2015 .

Analysis of a Generalized Penalty Function in a Semi-Markovian Risk Model

David Landriault, Eric C. K. Cheung, Eric C.K. Cheung, 2009 .

On the Gerber–Shiu discounted penalty function in the Sparre Andersen model with an arbitrary interclaim time distribution

G. Willmot, D. Landriault, 2008 .

Dependent Risk Models with Bivariate Phase-Type Distributions

Eric C. K. Cheung, D. Landriault, A. Badescu, 2009, Journal of Applied Probability.

On a generalization of the expected discounted penalty function in a discrete-time insurance risk model

D. Landriault, 2008 .

Analysis of the discounted sum of ascending ladder heights

É. Marceau, Hélène Cossette, D. Landriault, 2012 .

Analysis of a drawdown-based regime-switching Lévy insurance model

B. Li, D. Landriault, Bin Li, 2015 .

Perturbed MAP Risk Models with Dividend Barrier Strategies

Eric C. K. Cheung, D. Landriault, 2009, Journal of Applied Probability.

A note on deficit analysis in dependency models involving Coxian claim amounts

Wing Yan Lee, G. Willmot, D. Landriault, 2014 .

On the analysis of a class of loss models incorporating time dependence

G. Willmot, D. Landriault, Ling Guo, 2013 .

A general recursive formula for the discrete stable and Linnik distributions and a family of extensions

É. Marceau, Hélène Cossette, D. Landriault, 2001 .

A unified approach for drawdown (drawup) of time-homogeneous Markov processes

Bin Li, David Landriault, Hongzhong Zhang, 2017, Journal of Applied Probability.

On a Risk Model with Surplus-dependent Premium and Tax Rates

Eric C. K. Cheung, D. Landriault, 2012 .

Title On a Risk Model with Surplus-dependent Premium and TaxRates

Eric C. K. Cheung, D. Landriault, 2010 .

Moments of the discounted dividends in a threshold-type Markovian risk process

D. Landriault, A. Badescu, 2007 .

An adaptive premium policy with a Bayesian motivation in the classical risk model

Gordon E. Willmot, Christiane Lemieux, David Landriault, 2012 .

High‐water mark fee structure in variable annuities

D. Landriault, Bin Li, Dongchen Li, 2021 .

A note on order statistics in the mixed Erlang case

G. Willmot, D. Landriault, Khouzeima Moutanabbir, 2015 .

First passage time for compound Poisson processes with diffusion: ruin theoretical and financial applications

D. Landriault, Tianxiang Shi, 2014 .

On a risk model with dependence between interclaim arrivals and claim sizes

David Landriault, Hélène Cossette, Etienne Marceau, 2006 .

An Insurance Risk Model with Parisian Implementation Delays

Xiaowen Zhou, David Landriault, D. Landriault, 2014 .

On the analysis of deep drawdowns for the Lévy insurance risk model

Mohamed Amine Lkabous, D. Landriault, Bin Li, 2021 .

On minimizing drawdown risks of lifetime investments

Bin Li, David Landriault, Xinfu Chen, 2015 .

Equilibrium Strategies for the Mean-Variance Investment Problem over a Random Horizon

Bin Li, Danping Li, David Landriault, 2018, SIAM J. Financial Math..

A Note on the Convexity of Ruin Probabilities

G. Willmot, D. Landriault, Di Xu, 2017 .

A Direct Approach to a First-Passage Problem with Applications in Risk Theory

Kristina P. Sendova, D. Landriault, 2011 .

DISTRIBUTION OF THE TIME TO RUIN IN SOME SPARRE ANDERSEN RISK MODELS

D. Landriault, Tianxiang Shi, 2013, ASTIN Bulletin.

On the analysis of a class of loss models incorporating time dependence

G. Willmot, D. Landriault, Ling Guo, 2013, European Actuarial Journal.

A generalized penalty function with the maximum surplus prior to ruin in a MAP risk model

David Landriault, Eric C. K. Cheung, Eric C.K. Cheung, 2010 .

On Magnitude, Asymptotics and Duration of Drawdowns for Levy Models

Bin Li, David Landriault, D. Landriault, 2015, 1506.08408.

On the Frequency of Drawdowns for Brownian Motion Processes

D. Landriault, Hongzhong Zhang, Bin Li, 2014, Journal of Applied Probability.

Randomized dividends in the compound binomial model with a general premium rate

David Landriault, D. Landriault, 2008 .

Constant dividend barrier in a risk model with interclaim-dependent claim sizes

David Landriault, D. Landriault, 2008 .

Structural properties of Gerber-Shiu functions in dependent Sparre Andersen models

Eric C. K. Cheung, G. Willmot, D. Landriault, 2010 .

An insurance risk process with a generalized income process: A solvency analysis

D. Landriault, Shu Li, Zijiao Wang, 2021, Insurance: Mathematics and Economics.

On the distribution of classic and some exotic ruin times

D. Landriault, Di Xu, Bin Li, 2019, Insurance: Mathematics and Economics.

OCCUPATION TIMES OF SPECTRALLY NEGATIVE LÉVY PROCESSES WITH APPLICATIONS

Xiaowen Zhou, David Landriault, Jean-Franccois Renaud, 2010, 1012.3448.