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Optimal dynamic risk sharing under the time‐consistent mean‐variance criterion
Chen, Lv; Landriault, David; Li, Bin; Li, Danping - In: Mathematical Finance 31 (2021) 2, pp. 649-682
Persistent link: https://www.econbiz.de/10012538278
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High‐water mark fee structure in variable annuities
Landriault, David; Li, Bin; Li, Dongchen; Wang, Yumin - In: Journal of Risk and Insurance 88 (2021) 4, pp. 1057-1094
Persistent link: https://www.econbiz.de/10012636068
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Structural properties of Gerber-Shiu functions in dependent Sparre Andersen models
Cheung, Eric C. K.; Landriault, David; Willmot, Gordon E.; … - In: Insurance / Mathematics & economics 46 (2010) 1, pp. 117-126
Persistent link: https://www.econbiz.de/10003953313
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A generalized penalty function with the maximum surplus prior to ruin in a MAP risk model
Cheung, Eric C. K.; Landriault, David - In: Insurance / Mathematics & economics 46 (2010) 1, pp. 127-134
Persistent link: https://www.econbiz.de/10003953315
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On a risk model with claim investigation
Huynh, Mirabelle; Landriault, David; Shi, Tianxiang; … - In: Insurance / Mathematics & economics 65 (2015), pp. 37-45
Persistent link: https://www.econbiz.de/10011422859
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On minimizing drawdown risks of lifetime investments
Chen, Xinfu; Landriault, David; Li, Bin; Li, Dongchen - In: Insurance / Mathematics & economics 65 (2015), pp. 46-54
Persistent link: https://www.econbiz.de/10011422864
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Analysis of the discounted sum of ascending ladder heights
Cossette, Hélène; Landriault, David; Marceau, Etienne; … - In: Insurance / Mathematics & economics 51 (2012) 2, pp. 393-401
Persistent link: https://www.econbiz.de/10009669553
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An adaptive premium policy with a Bayesian motivation in the classical risk model
Landriault, David; Lemieux, Christiane; Willmot, Gordon E. - In: Insurance / Mathematics & economics 51 (2012) 2, pp. 370-378
Persistent link: https://www.econbiz.de/10009669573
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On the analysis of time dependent claims in a class of birth process claim count models
Landriault, David; Willmot, Gordon E.; Xu, Di - In: Insurance / Mathematics & economics 58 (2014), pp. 168-173
Persistent link: https://www.econbiz.de/10010437573
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Analysis of a drawdown-based regime-switching Lévy insurance model
Landriault, David; Li, Bin; Li, Shu - In: Insurance / Mathematics & economics 60 (2015), pp. 98-107
Persistent link: https://www.econbiz.de/10010484823