Jean-François Renaud

Management Science and Operations Research · 2007–2013

A researcher in the Science corpus: 6 papers; trusts 23 researchers and is trusted by 11 researchers here, as inferred from the citation graph.

Subfields

• Management Science and Operations Research — 64 citations into it; #2,251 of 11,946 by trust here, #2,241 by citations
• Finance — 48 citations into it; #3,483 of 10,518 by trust here, #3,667 by citations
• Demography — 27 citations into it; #740 of 4,236 by trust here, #882 by citations
• Mathematical Physics — 18 citations into it
• Statistics and Probability — 18 citations into it
• Management Information Systems — 6 citations into it

Whom Jean-François Renaud trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Andreas E. Kyprianou
2. Ronnie Loeffen
3. D. Dickson
4. Terence Chan
5. H. Asa
6. Hans U. Gerber
7. Hansjörg Albrecher *
8. Hailiang Yang
9. H. Waters
10. Elias S. W. Shiu Asa

Who trusts Jean-François Renaud overall

1. Andreas E. Kyprianou
2. Xiaowen Zhou
3. Hansjörg Albrecher *
4. Ronnie Loeffen
5. Bin Li
6. Chuancun Yin
7. Alexey Kuznetsov
8. V. Rivero
9. Zbigniew Palmowski
10. Friedrich Hubalek

Papers from Jean-François Renaud's perspective

Ordered by how strongly the researchers Jean-François Renaud trusts endorse each paper. Same corpus, a different order for every researcher.

1. Ruin probabilities and overshoots for general Lévy insurance risk processes
2. An Introduction to Probability Theory and Its Applications
3. Some Optimal Dividends Problems (ASTIN Bulletin: The Journal of the International Actuarial Association)
4. An optimal dividends problem with transaction costs for spectrally negative Lévy processes
5. On the optimal dividend problem for a spectrally negative Lévy process
6. Distribution of the Present Value of Dividend Payments in a Lévy Risk Model (Journal of Applied Probability)
7. Distributional Study of De Finetti's Dividend Problem for a General Lévy Insurance Risk Process (Journal of Applied Probability)
8. Refracted Lévy processes
9. OPTIMAL REINSURANCE AND DIVIDEND DISTRIBUTION POLICIES IN THE CRAMÉR‐LUNDBERG MODEL
10. Maximizing Dividends without Bankruptcy (ASTIN Bulletin: The Journal of the International Actuarial Association)

Their papers

• Distribution of the Present Value of Dividend Payments in a Lévy Risk Model (2007) — 70 citations
• De Finetti's optimal dividends problem with an affine penalty function at ruin (2010) — 107 citations
• A Lévy Insurance Risk Process with Tax (2008) — 94 citations
• OCCUPATION TIMES OF SPECTRALLY NEGATIVE LÉVY PROCESSES WITH APPLICATIONS (2010) — 116 citations
• Occupation times of intervals until first passage times for spectrally negative Lévy processes (2012) — 140 citations
• An Insurance Risk Model with Parisian Implementation Delays (2013) — 74 citations