Concepedia

David Landriault

DL

47

Publications

1.6K

Citations

22

H-Index

1997

Active since

Affiliations

University of Waterloo(Current)

University of Toronto

Université Laval

Concordia University

David Landriault is an author at University of Waterloo specializing in finance, risk management, and economics.

Top concepts

FinanceBusinessRisk ManagementEconomicsProbabilityManagementEngineeringInsuranceFinancial Risk ManagementStatistics

Publications per year

1997–2023

47

Publications

47

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

Mathieu Boudreault, Hélène Cossette, David Landriault et al. · Scandinavian Actuarial Journal · 2006 · 191 citations

Occupation times of spectrally negative Lévy processes with applications

David Landriault, Jean‐François Renaud, Xiaowen Zhou · Stochastic Processes and their Applications · 2011 · 98 citations

Spectral Theory, Levy Process, Stochastic Phenomenon +1

An Insurance Risk Model with Parisian Implementation Delays

David Landriault, Jean‐François Renaud, Xiaowen Zhou · Methodology And Computing In Applied Probability · 2013 · 90 citations

Economics, Financial Risk Management, Risk Management +7

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

Eric C.K. Cheung, David Landriault, Gordon E. Willmot et al. · Insurance Mathematics and Economics · 2009 · 81 citations

Integrable Probability, Structural Properties, Generalized Function

On the dual risk model with tax payments

Hansjörg Albrecher, Andrei L. Badescu, David Landriault · Insurance Mathematics and Economics · 2008 · 78 citations

Economics, Optimal Taxation, Financial Risk Management +7

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