Jean-François Renaud

According to our database¹, Jean-François Renaud authored at least 4 papers between 2014 and 2024.

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2024

De Finetti's control problem with a concave bound on the control rate.

[BibT_eX]

[DOI]

J. Appl. Probab., 2024

2021

A Stochastic Control Problem with Linearly Bounded Control Rates in a Brownian Model.

[BibT_eX]

[DOI]

SIAM J. Control. Optim., 2021

2016

Gerber-Shiu distribution at Parisian ruin for Lévy insurance risk processes.

[BibT_eX]

[DOI]

J. Appl. Probab., 2016

2014

On the Time Spent in the Red by a Refracted Lévy Risk Process.

[BibT_eX]

[DOI]

J. Appl. Probab., 2014