Renaud, Jean-François

1. Occupation times of intervals until first passage times for spectrally negative Lévy processes
   2012/07/06 by Loeffen, Ronnie L., Renaud, Jean-François, Zhou, Xiaowen · 2 citations
   #FOS: Mathematics #Probability (math.PR)
2. De Finetti's control problem with Parisian ruin for spectrally negative\n L 'evy processes
   2019/06/12 by Jean‐François Renaud, Renaud, Jean-François · 2 citations
   Decision Sciences · Social Sciences · Economics, Econometrics and Finance · #Probability and Risk Models #Insurance, Mortality, Demography, Risk Management #Stochastic processes and financial applications
3. Occupation times of spectrally negative Lévy processes with applications
   2010/12/15 by David Landriault, Landriault, David, Jean‐François Renaud +3 · 1 citation
   Decision Sciences · Economics, Econometrics and Finance · Social Sciences · #FOS: Mathematics #Insurance, Mortality, Demography, Risk Management #Probability (math.PR) #Probability and Risk Models #Stochastic processes and financial applications
4. Joint distribution of a spectrally negative Lévy process and its occupation time, with step option pricing in view
   2014/06/12 by Guérin, Hélène, Renaud, Jean-François · 1 citation
   #FOS: Mathematics #Probability (math.PR)
5. Parisian ruin for a refracted Lévy process
   2016/03/30 by Lkabous, Mohamed Amine, Czarna, Irmina, Renaud, Jean-François · 1 citation
   #FOS: Economics and business #FOS: Mathematics #Probability (math.PR) #Risk Management (q-fin.RM)
6. A stochastic control problem with linearly bounded control rates in a Brownian model
   2020/07/13 by Renaud, Jean-François, Simard, Clarence · 1 citation
   #FOS: Economics and business #FOS: Mathematics #Optimization and Control (math.OC) #Probability (math.PR) #Risk Management (q-fin.RM)
7. De Finetti's control problem with a concave bound on the control rate
   2022/07/29 by Locas, Félix, Renaud, Jean-François · 1 citation
   #FOS: Mathematics #Optimization and Control (math.OC) #Probability (math.PR)
8. A note on the optimal dividends problem with transaction costs in a spectrally negative Lévy model with Parisian ruin
   2023/09/29 by Jean‐François Renaud, Renaud, Jean-François · 1 citation
   Decision Sciences · Economics, Econometrics and Finance · Social Sciences · #FOS: Mathematics #Insurance and Financial Risk Management #Insurance, Mortality, Demography, Risk Management #Optimization and Control (math.OC) #Probability (math.PR) #Probability and Risk Models