François Dufresne

Risk theory for the compound Poisson process that is perturbed by diffusion

François Dufresne, Hans U. Gerber · Insurance Mathematics and Economics · 1991 · 306 citations

Risk Theory, Engineering, Stochastic Processes +7

Risk Theory with the Gamma Process

François Dufresne, Hans U. Gerber, Elias S. W. Shiu · Astin Bulletin · 1991 · 147 citations · Full text

Risk Theory, Engineering, Discrete Probability +12

The surpluses immediately before and at ruin, and the amount of the claim causing ruin

François Dufresne, Hans U. Gerber · Insurance Mathematics and Economics · 1988 · 111 citations

Economics, Market Failure, Public Finance +5

Three Methods to Calculate the Probability of Ruin

François Dufresne, Hans U. Gerber · Astin Bulletin · 1989 · 75 citations · Full text

Reliability Engineering, Engineering, Entropy +10

The probability and severity of ruin for combinations of exponential claim amount distributions and their translations

François Dufresne, Hans U. Gerber · Insurance Mathematics and Economics · 1988 · 72 citations

Liability (Financial Accounting), Engineering, Risk Management +4