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Jean-François Renaud

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2024
[j4]
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  - journals/jap/LocasR24
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Félix Locas, Jean-François Renaud:
De Finetti's control problem with a concave bound on the control rate. J. Appl. Probab. 61(3): 834-850 (2024)
2021
[j3]
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  - journals/siamco/RenaudS21
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Jean-François Renaud, Clarence Simard:
A Stochastic Control Problem with Linearly Bounded Control Rates in a Brownian Model. SIAM J. Control. Optim. 59(5): 3103-3117 (2021)
2016
[j2]
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  - journals/jap/BaurdouxPPR16
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Erik J. Baurdoux, Juan Carlos Pardo, José Luis Pérez, Jean-François Renaud:
Gerber-Shiu distribution at Parisian ruin for Lévy insurance risk processes. J. Appl. Probab. 53(2): 572-584 (2016)
2014
[j1]
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Jean-François Renaud:
On the Time Spent in the Red by a Refracted Lévy Risk Process. J. Appl. Probab. 51(4): 1171-1188 (2014)

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