D
David Landriault
Researcher at University of Waterloo
Publications - 74
Citations - 1850
David Landriault is an academic researcher from University of Waterloo. The author has contributed to research in topics: Ruin theory & First-hitting-time model. The author has an hindex of 23, co-authored 70 publications receiving 1667 citations. Previous affiliations of David Landriault include Laval University.
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On a risk model with dependence between interclaim arrivals and claim sizes
TL;DR: In this paper, an extension to the classical compound Poisson risk model for which the increments of the aggregate claim amount process are independent is considered and the defective renewal equation satisfied by the expected discounted penalty function is derived.
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Occupation times of spectrally negative lévy processes with applications
TL;DR: In this paper, the Laplace transform of occupation times of spectrally negative Levy processes is computed in terms of the so-called scale functions of the spectral negative Levy process and its Laplace exponent.
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An Insurance Risk Model with Parisian Implementation Delays
TL;DR: In this paper, the authors consider a variant of the event ruin for a Levy risk process, where the surplus process is allowed to spend time under a pre-specified default level before ruin is recognized.
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On the dual risk model with tax payments
TL;DR: In this paper, Avanzi et al. studied the dual risk process in ruin theory and derived the critical surplus level at which it is optimal for the tax authority to start collecting tax payments.
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Structural properties of Gerber-Shiu functions in dependent Sparre Andersen models
TL;DR: In this paper, the structure of various Gerber-Shiu functions in Sparre Andersen models allowing for possible dependence between claim sizes and interclaim times is examined, and the connection to a defective renewal equation is considered.