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Author ID: landriault.david Recent zbMATH articles by "Landriault, David"
Published as: Landriault, David; Landriault, Daviv; Landriault, D.
Homepage: https://uwaterloo.ca/statistics-and-actuarial-science/people-profiles/david-land...
External Links: MGP · Google Scholar · ResearchGate
Documents Indexed: 60 Publications since 2003
Co-Authors: 33 Co-Authors with 58 Joint Publications
607 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

51 Publications have been cited 756 times in 445 Documents Cited by Year
On a risk model with dependence between interclaim arrivals and claim sizes. Zbl 1145.91030
Boudreault, Mathieu; Cossette, Hélène; Landriault, David; Marceau, Etienne
90
2006
Occupation times of spectrally negative Lévy processes with applications. Zbl 1227.60061
Landriault, David; Renaud, Jean-François; Zhou, Xiaowen
55
2011
An insurance risk model with Parisian implementation delays. Zbl 1319.60098
Landriault, David; Renaud, Jean-François; Zhou, Xiaowen
50
2014
Dependent risk models with bivariate phase-type distributions. Zbl 1172.91009
Badescu, Andrei L.; Cheung, Eric C. K.; Landriault, David
44
2009
Structural properties of Gerber-Shiu functions in dependent Sparre Andersen models. Zbl 1231.91157
Cheung, Eric C. K.; Landriault, David; Willmot, Gordon E.; Woo, Jae-Kyung
40
2010
On the dual risk model with tax payments. Zbl 1141.91481
Albrecher, Hansjörg; Badescu, Andrei; Landriault, David
39
2008
On the Gerber-Shiu discounted penalty function in the Sparre Andersen model with an arbitrary interclaim time distribution. Zbl 1152.91591
Landriault, David; Willmot, Gordon
39
2008
Ruin probabilities in the compound Markov binomial model. Zbl 1092.91040
Cossette, Hélène; Landriault, David; Marceau, Étienne
35
2003
Joint densities involving the time to ruin in the Sparre Andersen risk model under exponential assumptions. Zbl 1229.91161
Landriault, David; Shi, Tianxiang; Willmot, Gordon E.
22
2011
Perturbed MAP risk models with dividend barrier strategies. Zbl 1180.60071
Cheung, Eric C. K.; Landriault, David
22
2009
Constant dividend barrier in a risk model with interclaim-dependent claim sizes. Zbl 1141.91523
Landriault, David
21
2008
A generalized penalty function with the maximum surplus prior to ruin in a MAP risk model. Zbl 1231.91156
Cheung, Eric C. K.; Landriault, David
20
2010
On magnitude, asymptotics and duration of drawdowns for Lévy models. Zbl 1407.60067
Landriault, David; Li, Bin; Zhang, Hongzhong
20
2017
Compound binomial risk model in a Markovian environment. Zbl 1079.91049
Cossette, Hélène; Landriault, David; Marceau, Étienne
19
2004
On the analysis of a multi-threshold Markovian risk model. Zbl 1164.91025
Badescu, Andrei; Drekic, Steve; Landriault, Daviv
19
2007
Gerber-Shiu analysis with a generalized penalty function. Zbl 1226.60123
Cheung, Eric C. K.; Landriault, David; Willmot, Gordon E.; Woo, Jae-Kyung
17
2010
Analysis of a threshold dividend strategy for a MAP risk model. Zbl 1164.91024
Badescu, Andrei; Drekic, Steve; Landriault, Daviv
16
2007
Exact expressions and upper bound for ruin probabilities in the compound Markov binomial model. Zbl 1188.91086
Cossette, Hélène; Landriault, David; Marceau, Étienne
14
2004
On a risk model with surplus-dependent premium and tax rates. Zbl 1260.91120
Cheung, Eric C. K.; Landriault, David
13
2012
Analysis of a drawdown-based regime-switching Lévy insurance model. Zbl 1308.91086
Landriault, David; Li, Bin; Li, Shu
11
2015
On minimizing drawdown risks of lifetime investments. Zbl 1348.91249
Chen, Xinfu; Landriault, David; Li, Bin; Li, Dongchen
10
2015
Randomized dividends in the compound binomial model with a general premium rate. Zbl 1164.91032
Landriault, David
10
2008
Distribution of the time to ruin in some Sparre Andersen risk models. Zbl 1284.91270
Shi, Tianxiang; Landriault, David
9
2013
Ruin probabilities in the discrete time renewal risk model. Zbl 1090.60076
Cossette, Hélène; Landriault, David; Marceau, Etienne
9
2006
On the frequency of drawdowns for Brownian motion processes. Zbl 1317.60106
Landriault, David; Li, Bin; Zhang, Hongzhong
8
2015
Applications of fluid flow matrix analytic methods in ruin theory – a review. Zbl 1186.60092
Badescu, Andrei L.; Landriault, David
8
2009
A unified approach for drawdown (drawup) of time-homogeneous Markov processes. Zbl 1400.60044
Landriault, David; Li, Bin; Zhang, Hongzhong
8
2017
A direct approach to a first-passage problem with applications in risk theory. Zbl 1232.91350
Landriault, David; Sendova, Kristina P.
7
2011
First passage time for compound Poisson processes with diffusion: ruin theoretical and financial applications. Zbl 1401.91160
Landriault, David; Shi, Tianxiang
7
2014
A note on deficit analysis in dependency models involving Coxian claim amounts. Zbl 1401.91157
Landriault, David; Lee, Wing Yan; Willmot, Gordon E.; Woo, Jae-Kyung
7
2014
Poissonian potential measures for Lévy risk models. Zbl 1416.91198
Landriault, David; Li, Bin; Wong, Jeff T. Y.; Xu, Di
6
2018
Equilibrium strategies for the mean-variance investment problem over a random horizon. Zbl 1416.91354
Landriault, David; Li, Bin; Li, Danping; Young, Virginia R.
6
2018
On orderings and bounds in a generalized Sparre Andersen risk model. Zbl 1274.60050
Cheung, Eric C. K.; Landriault, David; Willmot, Gordon E.; Woo, Jae-Kyung
5
2011
Occupation times in the MAP risk model. Zbl 1308.91087
Landriault, David; Shi, Tianxiang
5
2015
On a generalization of the risk model with Markovian claim arrivals. Zbl 1237.91124
Cheung, Eric C. K.; Landriault, David; Badescu, Andrei L.
5
2011
A pair of optimal reinsurance-investment strategies in the two-sided exit framework. Zbl 1371.91097
Landriault, David; Li, Bin; Li, Danping; Li, Dongchen
5
2016
On the analysis of a class of loss models incorporating time dependence. Zbl 1280.91149
Guo, Ling; Landriault, David; Willmot, Gordon E.
5
2013
On the analysis of time dependent claims in a class of birth process claim count models. Zbl 1304.91118
Landriault, David; Willmot, Gordon E.; Xu, Di
4
2014
Drawdown analysis for the renewal insurance risk process. Zbl 1401.91159
Landriault, David; Li, Bin; Li, Shu
4
2017
An adaptive premium policy with a Bayesian motivation in the classical risk model. Zbl 1284.91246
Landriault, David; Lemieux, Christiane; Willmot, Gordon E.
3
2012
A risk model with varying premiums: its risk management implications. Zbl 1308.91089
Li, Shu; Landriault, David; Lemieux, Christiane
3
2015
On occupation times in the red of Lévy risk models. Zbl 1445.91053
Landriault, David; Li, Bin; Lkabous, Mohamed Amine
3
2020
Optimal reinsurance-investment strategy for a dynamic contagion claim model. Zbl 1446.91056
Cao, Jingyi; Landriault, David; Li, Bin
3
2020
Analysis of the discounted sum of ascending ladder heights. Zbl 1284.91220
Cossette, Hélène; Landriault, David; Marceau, Etienne; Moutanabbir, Khouzeima
2
2012
Joint insolvency analysis of a shared MAP risk process: a capital allocation application. Zbl 1414.91168
Cai, Jun; Landriault, David; Shi, Tianxiang; Wei, Wei
2
2017
Risk measures related to the surplus process in the compound Markov binomial model. Zbl 1333.91022
Cossette, H.; Landriault, D.; Marceau, É.
1
2004
On a risk model with claim investigation. Zbl 1348.91151
Huynh, Mirabelle; Landriault, David; Shi, Tianxiang; Willmot, Gordon E.
1
2015
On series expansions for scale functions and other ruin-related quantities. Zbl 1447.91142
Landriault, David; Willmot, Gordon E.
1
2020
Expected utility of the drawdown-based regime-switching risk model with state-dependent termination. Zbl 1401.91158
Landriault, David; Li, Bin; Li, Shu
1
2018
Analysis of IBNR claims in renewal insurance models. Zbl 1402.91205
Landriault, David; Willmot, Gordon E.; Xu, Di
1
2017
On the joint distributions of the time to ruin, the surplus prior to ruin, and the deficit at ruin in the classical risk model. Zbl 1483.91199
Landriault, David; Willmot, Gordon E.
1
2009
On occupation times in the red of Lévy risk models. Zbl 1445.91053
Landriault, David; Li, Bin; Lkabous, Mohamed Amine
3
2020
Optimal reinsurance-investment strategy for a dynamic contagion claim model. Zbl 1446.91056
Cao, Jingyi; Landriault, David; Li, Bin
3
2020
On series expansions for scale functions and other ruin-related quantities. Zbl 1447.91142
Landriault, David; Willmot, Gordon E.
1
2020
Poissonian potential measures for Lévy risk models. Zbl 1416.91198
Landriault, David; Li, Bin; Wong, Jeff T. Y.; Xu, Di
6
2018
Equilibrium strategies for the mean-variance investment problem over a random horizon. Zbl 1416.91354
Landriault, David; Li, Bin; Li, Danping; Young, Virginia R.
6
2018
Expected utility of the drawdown-based regime-switching risk model with state-dependent termination. Zbl 1401.91158
Landriault, David; Li, Bin; Li, Shu
1
2018
On magnitude, asymptotics and duration of drawdowns for Lévy models. Zbl 1407.60067
Landriault, David; Li, Bin; Zhang, Hongzhong
20
2017
A unified approach for drawdown (drawup) of time-homogeneous Markov processes. Zbl 1400.60044
Landriault, David; Li, Bin; Zhang, Hongzhong
8
2017
Drawdown analysis for the renewal insurance risk process. Zbl 1401.91159
Landriault, David; Li, Bin; Li, Shu
4
2017
Joint insolvency analysis of a shared MAP risk process: a capital allocation application. Zbl 1414.91168
Cai, Jun; Landriault, David; Shi, Tianxiang; Wei, Wei
2
2017
Analysis of IBNR claims in renewal insurance models. Zbl 1402.91205
Landriault, David; Willmot, Gordon E.; Xu, Di
1
2017
A pair of optimal reinsurance-investment strategies in the two-sided exit framework. Zbl 1371.91097
Landriault, David; Li, Bin; Li, Danping; Li, Dongchen
5
2016
Analysis of a drawdown-based regime-switching Lévy insurance model. Zbl 1308.91086
Landriault, David; Li, Bin; Li, Shu
11
2015
On minimizing drawdown risks of lifetime investments. Zbl 1348.91249
Chen, Xinfu; Landriault, David; Li, Bin; Li, Dongchen
10
2015
On the frequency of drawdowns for Brownian motion processes. Zbl 1317.60106
Landriault, David; Li, Bin; Zhang, Hongzhong
8
2015
Occupation times in the MAP risk model. Zbl 1308.91087
Landriault, David; Shi, Tianxiang
5
2015
A risk model with varying premiums: its risk management implications. Zbl 1308.91089
Li, Shu; Landriault, David; Lemieux, Christiane
3
2015
On a risk model with claim investigation. Zbl 1348.91151
Huynh, Mirabelle; Landriault, David; Shi, Tianxiang; Willmot, Gordon E.
1
2015
An insurance risk model with Parisian implementation delays. Zbl 1319.60098
Landriault, David; Renaud, Jean-François; Zhou, Xiaowen
50
2014
First passage time for compound Poisson processes with diffusion: ruin theoretical and financial applications. Zbl 1401.91160
Landriault, David; Shi, Tianxiang
7
2014
A note on deficit analysis in dependency models involving Coxian claim amounts. Zbl 1401.91157
Landriault, David; Lee, Wing Yan; Willmot, Gordon E.; Woo, Jae-Kyung
7
2014
On the analysis of time dependent claims in a class of birth process claim count models. Zbl 1304.91118
Landriault, David; Willmot, Gordon E.; Xu, Di
4
2014
Distribution of the time to ruin in some Sparre Andersen risk models. Zbl 1284.91270
Shi, Tianxiang; Landriault, David
9
2013
On the analysis of a class of loss models incorporating time dependence. Zbl 1280.91149
Guo, Ling; Landriault, David; Willmot, Gordon E.
5
2013
On a risk model with surplus-dependent premium and tax rates. Zbl 1260.91120
Cheung, Eric C. K.; Landriault, David
13
2012
An adaptive premium policy with a Bayesian motivation in the classical risk model. Zbl 1284.91246
Landriault, David; Lemieux, Christiane; Willmot, Gordon E.
3
2012
Analysis of the discounted sum of ascending ladder heights. Zbl 1284.91220
Cossette, Hélène; Landriault, David; Marceau, Etienne; Moutanabbir, Khouzeima
2
2012
Occupation times of spectrally negative Lévy processes with applications. Zbl 1227.60061
Landriault, David; Renaud, Jean-François; Zhou, Xiaowen
55
2011
Joint densities involving the time to ruin in the Sparre Andersen risk model under exponential assumptions. Zbl 1229.91161
Landriault, David; Shi, Tianxiang; Willmot, Gordon E.
22
2011
A direct approach to a first-passage problem with applications in risk theory. Zbl 1232.91350
Landriault, David; Sendova, Kristina P.
7
2011
On orderings and bounds in a generalized Sparre Andersen risk model. Zbl 1274.60050
Cheung, Eric C. K.; Landriault, David; Willmot, Gordon E.; Woo, Jae-Kyung
5
2011
On a generalization of the risk model with Markovian claim arrivals. Zbl 1237.91124
Cheung, Eric C. K.; Landriault, David; Badescu, Andrei L.
5
2011
Structural properties of Gerber-Shiu functions in dependent Sparre Andersen models. Zbl 1231.91157
Cheung, Eric C. K.; Landriault, David; Willmot, Gordon E.; Woo, Jae-Kyung
40
2010
A generalized penalty function with the maximum surplus prior to ruin in a MAP risk model. Zbl 1231.91156
Cheung, Eric C. K.; Landriault, David
20
2010
Gerber-Shiu analysis with a generalized penalty function. Zbl 1226.60123
Cheung, Eric C. K.; Landriault, David; Willmot, Gordon E.; Woo, Jae-Kyung
17
2010
Dependent risk models with bivariate phase-type distributions. Zbl 1172.91009
Badescu, Andrei L.; Cheung, Eric C. K.; Landriault, David
44
2009
Perturbed MAP risk models with dividend barrier strategies. Zbl 1180.60071
Cheung, Eric C. K.; Landriault, David
22
2009
Applications of fluid flow matrix analytic methods in ruin theory – a review. Zbl 1186.60092
Badescu, Andrei L.; Landriault, David
8
2009
On the joint distributions of the time to ruin, the surplus prior to ruin, and the deficit at ruin in the classical risk model. Zbl 1483.91199
Landriault, David; Willmot, Gordon E.
1
2009
On the dual risk model with tax payments. Zbl 1141.91481
Albrecher, Hansjörg; Badescu, Andrei; Landriault, David
39
2008
On the Gerber-Shiu discounted penalty function in the Sparre Andersen model with an arbitrary interclaim time distribution. Zbl 1152.91591
Landriault, David; Willmot, Gordon
39
2008
Constant dividend barrier in a risk model with interclaim-dependent claim sizes. Zbl 1141.91523
Landriault, David
21
2008
Randomized dividends in the compound binomial model with a general premium rate. Zbl 1164.91032
Landriault, David
10
2008
On the analysis of a multi-threshold Markovian risk model. Zbl 1164.91025
Badescu, Andrei; Drekic, Steve; Landriault, Daviv
19
2007
Analysis of a threshold dividend strategy for a MAP risk model. Zbl 1164.91024
Badescu, Andrei; Drekic, Steve; Landriault, Daviv
16
2007
On a risk model with dependence between interclaim arrivals and claim sizes. Zbl 1145.91030
Boudreault, Mathieu; Cossette, Hélène; Landriault, David; Marceau, Etienne
90
2006
Ruin probabilities in the discrete time renewal risk model. Zbl 1090.60076
Cossette, Hélène; Landriault, David; Marceau, Etienne
9
2006
Compound binomial risk model in a Markovian environment. Zbl 1079.91049
Cossette, Hélène; Landriault, David; Marceau, Étienne
19
2004
Exact expressions and upper bound for ruin probabilities in the compound Markov binomial model. Zbl 1188.91086
Cossette, Hélène; Landriault, David; Marceau, Étienne
14
2004
Risk measures related to the surplus process in the compound Markov binomial model. Zbl 1333.91022
Cossette, H.; Landriault, D.; Marceau, É.
1
2004
Ruin probabilities in the compound Markov binomial model. Zbl 1092.91040
Cossette, Hélène; Landriault, David; Marceau, Étienne
35
2003
all top 5

Cited by 475 Authors

38 Landriault, David
30 Cheung, Eric C. K.
20 Zhang, Zhimin
17 Willmot, Gordon E.
17 Zhou, Xiaowen
16 Woo, Jae-Kyung
15 Li, Shuanming
15 Marceau, Étienne
14 Cossette, Hélène
13 Li, Bin
13 Wang, Wenyuan
12 Palmowski, Zbigniew
12 Yang, Hu
10 Avram, Florin
10 Renaud, Jean-François
9 Albrecher, Hansjörg
9 Badescu, Andrei L.
9 Czarna, Irmina
9 Fu, Ke’ang
9 Sendova, Kristina P.
9 Yang, Hailiang
9 Yuen, Kam Chuen
8 Young, Virginia R.
6 Frostig, Esther
6 Li, Shu
6 Li, Yingqiu
6 Lkabous, Mohamed Amine
6 Lu, Yi
6 Mandjes, Michel Robertus Hendrikus
5 Dickson, David C. M.
5 Gajek, Lesław
5 Guo, Junyi
5 Hu, Yijun
5 Ivanovs, Jevgeņijs
5 Li, Bo
5 Loisel, Stéphane
5 Rabehasaina, Landy
5 Rudź, Marcin
5 Shen, Xinmei
5 Shi, Tianxiang
5 Wu, Xueyuan
5 Xie, Jiehua
5 Xu, Di
5 Zhang, Chunsheng
5 Zou, Wei
4 Ahn, Jae Youn
4 Ahn, Soohan
4 Chen, Mi
4 Dong, Hua
4 Feng, Runhuan
4 Lee, Wing Yan
4 Lefèvre, Claude
4 Liang, Zhibin
4 Loeffen, Ronnie L.
4 Maume-Deschamps, Véronique
4 Tang, Qihe
4 Wong, Jeff T. Y.
4 Yang, Chen
4 Yang, Xiangqun
3 Baek, Jung Woo
3 Bao, Zhenhua
3 Biard, Romain
3 Boxma, Onno Johan
3 Constantinescu, Corina D.
3 Delsing, G. A.
3 Deng, Yingchun
3 Drekic, Steve
3 Eryılmaz, Serkan N.
3 Gao, Jianwei
3 Han, Xia
3 Kaishev, Vladimir K.
3 Keren-Pinhasik, Adva
3 Lee, Ho Woo
3 Li, Danping
3 Li, Zhong
3 Liu, Chaolin
3 Liu, Haibo
3 Ming, Ruixing
3 Oh, Rosy
3 Papaioannou, Apostolos D.
3 Pérez Garmendia, Jose Luis
3 Pistorius, Martijn R.
3 Ragulina, Olena
3 Ren, Jiandong
3 Spreij, P. J. C.
3 Wang, Dehui
3 Winands, Erik M. M.
3 Wu, Lan
3 Wu, Rong
3 Xu, Ran
3 Yam, Sheung Chi Phillip
3 Zhang, Hongzhong
3 Zhao, Xianghua
2 Asimit, Alexandru V.
2 Asmussen, Søren
2 Barron, Yonit
2 Baurdoux, Erik Jan
2 Bekker, René
2 Bi, Xiuchun
2 Boutsikas, Michael V.
...and 375 more Authors
all top 5

Cited in 84 Serials

103 Insurance Mathematics & Economics
45 Scandinavian Actuarial Journal
26 Methodology and Computing in Applied Probability
23 Journal of Computational and Applied Mathematics
22 Statistics & Probability Letters
16 Journal of Applied Probability
13 Communications in Statistics. Theory and Methods
11 Advances in Applied Probability
10 Applied Mathematics and Computation
9 ASTIN Bulletin
9 Journal of Industrial and Management Optimization
9 European Actuarial Journal
8 Applied Mathematics. Series B (English Edition)
7 North American Actuarial Journal
6 Journal of Theoretical Probability
6 Stochastic Models
5 Acta Mathematicae Applicatae Sinica. English Series
5 Stochastic Processes and their Applications
5 Frontiers of Mathematics in China
4 Queueing Systems
4 Mathematical Problems in Engineering
4 Journal of the Korean Statistical Society
3 Journal of Optimization Theory and Applications
3 Annals of Operations Research
3 European Journal of Operational Research
3 Finance and Stochastics
3 Abstract and Applied Analysis
3 Journal of Inequalities and Applications
3 Applied Stochastic Models in Business and Industry
3 SIAM Journal on Financial Mathematics
3 Modern Stochastics. Theory and Applications
2 Computers & Mathematics with Applications
2 Journal of Mathematical Analysis and Applications
2 Theory of Probability and its Applications
2 The Annals of Applied Probability
2 Bernoulli
2 International Journal of Theoretical and Applied Finance
2 Acta Mathematica Sinica. English Series
2 Quantitative Finance
2 Journal of Applied Mathematics
2 Advances in Difference Equations
1 Indian Journal of Pure & Applied Mathematics
1 Lithuanian Mathematical Journal
1 Siberian Mathematical Journal
1 Operations Research Letters
1 Stochastic Analysis and Applications
1 Acta Applicandae Mathematicae
1 Science in China. Series A
1 Japan Journal of Industrial and Applied Mathematics
1 Computational Mathematics and Mathematical Physics
1 Computational Statistics and Data Analysis
1 Indagationes Mathematicae. New Series
1 Potential Analysis
1 SIAM Journal on Scientific Computing
1 Theory of Probability and Mathematical Statistics
1 Applicationes Mathematicae
1 Journal of Mathematical Sciences (New York)
1 Numerical Linear Algebra with Applications
1 Top
1 Opuscula Mathematica
1 Applied Mathematical Finance
1 Lifetime Data Analysis
1 Electronic Communications in Probability
1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
1 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings
1 Discrete Dynamics in Nature and Society
1 International Game Theory Review
1 Journal of Systems Science and Complexity
1 Journal of Applied Mathematics and Computing
1 Stochastics
1 Mathematics and Financial Economics
1 Journal of Statistical Theory and Practice
1 Blätter der DGVFM (Deutsche Gesellschaft für Versicherungs- und Finanzmathematik)
1 Risk and Decision Analysis
1 Science China. Mathematics
1 Operations Research and Decisions
1 Arabian Journal of Mathematics
1 Journal of Mathematics
1 ISRN Probability and Statistics
1 Mathematica Applicanda
1 Cogent Mathematics
1 AIMS Mathematics
1 Probability, Uncertainty and Quantitative Risk
1 Results in Applied Mathematics

Citations by Year