Jean-François Renaud

According to our database1, Jean-François Renaud authored at least 5 papers between 2014 and 2026.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of five.

Timeline

Legend:

Book  In proceedings  Article  PhD thesis  Dataset  Other 

Links

On csauthors.net:

Bibliography

2026
Optimal Withdrawals in a Diffusion Model with State-Dependent Control Rates.
SIAM J. Control. Optim., 2026

2024
De Finetti's control problem with a concave bound on the control rate.
J. Appl. Probab., 2024

2021
A Stochastic Control Problem with Linearly Bounded Control Rates in a Brownian Model.
SIAM J. Control. Optim., 2021

2016
Gerber-Shiu distribution at Parisian ruin for Lévy insurance risk processes.
J. Appl. Probab., 2016

2014
On the Time Spent in the Red by a Refracted Lévy Risk Process.
J. Appl. Probab., 2014


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