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Renaud, Jean-François
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1

A note on the optimal dividends problem with transaction co..:

Renaud, Jean-François
Statistics & Probability Letters.  206 (2024)  - p. 109978 , 2024
Link: https://doi.org/10.1016/..
 
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2

De Finetti's control problem with a concave bound on the co..:

Locas, Félix ; Renaud, Jean-François
Journal of Applied Probability.  , 2024
Link: https://doi.org/10.1017/..
 
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3

A Stochastic Control Problem with Linearly Bounded Control ..:

Renaud, Jean-François ; Simard, Clarence
SIAM Journal on Control and Optimization.  59 (2021)  5 - p. 3103-3117 , 2021
Link: https://doi.org/10.1137/..
 
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4

The Løkka–Zervos Alternative for a Cramér–Lundberg Process ..:

Avram, Florin ; Goreac, Dan ; Renaud, Jean-François
Risks.  7 (2019)  4 - p. 120 , 2019
Link: https://doi.org/10.3390/..
 
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5

A unified approach to ruin probabilities with delays for sp..:

Lkabous, Mohamed Amine ; Renaud, Jean-François
Scandinavian Actuarial Journal.  2019 (2019)  8 - p. 711-728 , 2019
Link: https://doi.org/10.1080/..
 
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6

Actuarial finance: derivatives, quantitative models and ris..:

Boudreault, Mathieu ; Renaud, Jean-François , 2019
Link: https://onlinelibrary.wi..
 
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7

Actuarial finance: derivatives, quantitative models and ris..:

Boudreault, Mathieu ; Renaud, Jean-François , 2019
Link: https://learning.oreilly..
 
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8

De Finetti's Control Problem with Parisian Ruin for Spectra..:

Renaud, Jean-François
Risks.  7 (2019)  3 - p. 73 , 2019
Link: https://doi.org/10.3390/..
 
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9

A VaR-Type Risk Measure Derived from Cumulative Parisian Ru..:

Lkabous, Mohamed Amine ; Renaud, Jean-François
Risks.  6 (2018)  3 - p. 85 , 2018
Link: https://doi.org/10.3390/..
 
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10

On the distribution of cumulative Parisian ruin:

Guérin, Hélène ; Renaud, Jean-François
Insurance: Mathematics and Economics.  73 (2017)  - p. 116-123 , 2017
Link: https://doi.org/10.1016/..
 
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11

Parisian ruin for a refracted Lévy process:

Lkabous, Mohamed Amine ; Czarna, Irmina ; Renaud, Jean-François
Insurance: Mathematics and Economics.  74 (2017)  - p. 153-163 , 2017
Link: https://doi.org/10.1016/..
 
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12

Gerber–Shiu distribution at Parisian ruin for Lévy insuranc..:

Baurdoux, Erik J. ; Pardo, Juan Carlos ; Pérez, José Luis.
Journal of Applied Probability.  53 (2016)  2 - p. 572-584 , 2016
Link: https://doi.org/10.1017/..
 
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13

Pricing Occupation-Time Options in a Mixed-Exponential Jump..:

Ait Aoudia, Djilali ; Renaud, Jean-François
Applied Mathematical Finance.  23 (2016)  1 - p. 1-21 , 2016
Link: https://doi.org/10.1080/..
 
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14

JOINT DISTRIBUTION OF A SPECTRALLY NEGATIVE LÉVY PROCESS AN..:

GUÉRIN, HÉLÈNE ; RENAUD, JEAN-FRANÇOIS
Advances in Applied Probability.  48 (2016)  1 - p. 274-297 , 2016
Link: http://www.jstor.org/sta..
 
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15

Joint distribution of a spectrally negative Lévy process an..:

Guérin, Hélène ; Renaud, Jean-François
Advances in Applied Probability.  48 (2016)  1 - p. 274-297 , 2016
Link: https://doi.org/10.1017/..
 
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