Jean-François Renaud

Publication Activity (10 Years)

Years Active: 2014-2021
Publications (10 Years): 2

Top Topics

Stochastic Control

Top Venues

J. Appl. Probab.

SIAM J. Control. Optim.

Publications

Jean-François Renaud, Clarence Simard
A Stochastic Control Problem with Linearly Bounded Control Rates in a Brownian Model. SIAM J. Control. Optim. 59 (5) (2021)
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) (2016)
Jean-François Renaud
On the Time Spent in the Red by a Refracted Lévy Risk Process. J. Appl. Probab. 51 (4) (2014)