On the Time Spent in the Red by a Refracted Lévy Risk Process. - Jean-François Renaud (J. Appl. Probab., 2014)

Gerber-Shiu distribution at Parisian ruin for Lévy insurance risk processes. - Erik J. Baurdoux; Juan Carlos Pardo; José Luis Pérez; Jean-François Renaud (J. Appl. Probab., 2016)

A Stochastic Control Problem with Linearly Bounded Control Rates in a Brownian Model. - Jean-François Renaud; Clarence Simard (SIAM J. Control. Optim., 2021)

De Finetti's control problem with a concave bound on the control rate. - Félix Locas; Jean-François Renaud (J. Appl. Probab., 2024)