David Landriault

Management Science and Operations Research · 2003–2015

A researcher in the Science corpus: 9 papers; trusts 22 researchers and is trusted by 7 researchers here, as inferred from the citation graph.

Subfields

Whom David Landriault trusts overall

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

  1. Andreas E. Kyprianou
  2. Martijn Pistorius
  3. Shuanming Li
  4. Gordon E. Willmot
  5. Ronnie Loeffen
  6. Florin Avram
  7. Søren Asmussen
  8. Aleksandar Mijatovic
  9. José Garrido
  10. Paul Embrechts

Who trusts David Landriault overall

  1. Eric C. K. Cheung
  2. Bin Li
  3. Hansjörg Albrecher *
  4. Xiaowen Zhou
  5. Andrei L. Badescu
  6. Gordon E. Willmot
  7. Irmina Czarna

Papers from David Landriault's perspective

Ordered by how strongly the researchers David Landriault trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Introductory Lectures on Fluctuations of Lévy Processes with Applications
  2. On the optimal dividend problem for a spectrally negative Lévy process
  3. Lévy processes and infinitely divisible distributions
  4. Exit problems for spectrally negative Levy processes and applications to (Canadized) Russian options
  5. Overshoots and undershoots of Lèvy processes
  6. On optimality of the barrier strategy in de Finetti’s dividend problem for spectrally negative Lévy processes
  7. On Exit and Ergodicity of the Spectrally One-Sided Lévy Process Reflected at Its Infimum
  8. Distributional Study of De Finetti's Dividend Problem for a General Lévy Insurance Risk Process (Journal of Applied Probability)
  9. Russian and American put options under exponential phase-type Lévy models
  10. Stochastic processes in insurance and finance

Their papers