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David Landriault

Identifiers

  • name variant David Landriault 0.60 · backfill

Papers (6)

  1. Contract Structure and Risk Aversion in Longevity Risk Transfers econ.GN · 2024 · author #1
  2. On occupation times in the red of L\'evy risk models q-fin.RM · 2019 · author #1
  3. A Unified Approach for Drawdown (Drawup) of Time-Homogeneous Markov Processes q-fin.MF · 2017 · author #1
  4. On magnitude, asymptotics and duration of drawdowns for L\'{e}vy models q-fin.MF · 2015 · author #1
  5. On the Frequency of Drawdowns for Brownian Motion Processes q-fin.PR · 2014 · author #1
  6. Occupation times of spectrally negative L\'evy processes with applications math.PR · 2010 · author #1

Mentions

  • 2409.08914 #1 · arxiv_oai · confidence 0.70 David Landriault
  • 1012.3448 #1 · backfill · confidence 0.70 David Landriault

Frequent Coauthors