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François Dufresne

Contact

Director, Full Professor
Department of Actuarial Science


Contact
Francois.Dufresne@unil.ch
Extranef, room 206
Tel 021.692.33.00

Postal address
Université de Lausanne
Quartier UNIL-Chamberonne
Bâtiment Extranef
1015 Lausanne

Teaching

master Life Contingencies I
Related programme
Master of Science (MSc) in Actuarial Science
master Life Contingencies II
Related programme
Master of Science (MSc) in Actuarial Science
bachelor Mathématiques I
Related programmes
Bachelor of Science (BSc) in Management
Bachelor of Science (BSc) in Economics
bachelor Mathématiques II
Related programmes
Bachelor of Science (BSc) in Economics
Bachelor of Science (BSc) in Management

Research

Research areas

Analysis of criteria for the stability and solvency of insurance companies

Rate making and application of credibility

Risk Theory
Aggregate claims distribution and its applications to solvency and reinsurance, modèle collectif et individuel

Events

Formations continues

21e Ecole d'été Internationale de l'Association Suisse des Actuaires
Suisse
Contact: François Dufresne
http://www.saa-iss.ch

Assistants

Agathe Catelin
agathe.catelin@unil.ch



  Haris Grdellaj
haris.grdellaj@unil.ch



full description
 
Laure Leclère
laure.leclere@unil.ch



full description
  Coralie Leroy
coralie.leroy@unil.ch



full description
 
Charbel Mirza
charbel.mirza@unil.ch
Tel: (021 692) 3389
Room: EXT/201

full description
  Quentin Ruel
quentin.ruel@unil.ch
Tel: (021 692) 3677
Room: 130

full description
 
Léonard Vincent
leonard.vincent@unil.ch
Tel: (021 692) 3376
Room: EXT/106

full description
 

Publications

21 last publications ordered by: publication type  -  year

: Peer Reviewed

Articles

Dufresne François, Hashorva Enkelejd, Ratovomirija Gildas ; Toukourou Youssouf (2018). On age difference in joint lifetime modelling with life insurance annuity applications. Annals of Actuarial Science, 12, 350-371. Peer Reviewed


Dufresne F. (2005). Book Reviews. David C.M. Dickson (2005) Insurance Risk and Ruin. Cambridge University Press (CUP). ISBN 0-521-846404. ASTIN Bulletin, 35, 487-488.


Dufresne F. , Niederhauser E. (1997). Some analytical approximations of stop-loss premiums. Bulletin de l'Association Suisse des Actuaires, 25-47. Peer Reviewed


Dufresne F. (1996). An Extension of Kornya's Method with Application to Pension Funds. Bulletin de l'Association Suisse des Actuaires, 171-181. Peer Reviewed


Dufresne F. (1995). The Efficiency of the Swiss Bonus-malus System. Bulletin de l'Association Suisse des Actuaires, 29-42. Peer Reviewed


Dufresne F. , Gerber H.U. (1993). The Probability of Ruin for the Inverse Gaussian and Related Processes. Insurance: Mathematics and Economics, 12, 9-22. Peer Reviewed


Dufresne F. , Gerber H.U. (1991). Rational ruin problems - A note for the teacher. Insurance: Mathematics and Economics, 10, 21-29. Peer Reviewed


Dufresne F. , Gerber H.U. (1991). Risk theory for the compound Poisson process that is perturbed by diffusion. Insurance: Mathematics and Economics, 10, 51-59. Peer Reviewed


Dufresne F., Gerber H.U. ; Shiu E.S.W. (1991). Risk theory with the gamma process. ASTIN Bulletin, 21, 177-192. Peer Reviewed


Dufresne François, Gerber Hans U. ; Shiu Elias S. W. (1991). Risk Theory with the Gamma Process. ASTIN Bulletin, 21, 177-192. Peer Reviewed


Dufresne F. , Gerber H.U. (1989). Three methods to calculate the probability of ruin. ASTIN Bulletin, 19, 71-90. Peer Reviewed


Dufresne F. , Gerber H.U. (1988). The probability and severity of ruin for combinations of exponential claim amount distribution and their translations. Insurance: Mathematics and Economics, 7, 75-80. Peer Reviewed


Dufresne F. , Gerber H.U. (1988). The surpluses immediately before and at ruin, and the amount of the claim causing ruin. Insurance: Mathematics and Economics, 7, 193-199. Peer Reviewed


In Proceedings

Viquerat S. , Dufresne F. (2008, Jan). How to get rid of round-off errors in recursive formulas. Insurance: Mathematics and Economics.


Stoica D. , Dufresne F. (2004, Jan). Evaluating the distribution of the discounted value of cash flows. Insurance: Mathematics and Economics, 35 (pp. 466).


Stoica D. , Dufresne F. (2003, Jan). Recursive calculation of moments and spproximation of the accumulated value of cash flows. Insurance: Mathematics and Economics.


Thesis

Labit Hardy H. (2016). IMPACTS OF CAUSE-OF-DEATH MORTALITY CHANGES: A POPULATION DYNAMICS APPROACH. Université de Lausanne, Faculté des hautes études commerciales. Arnold S. , Dufresne F. P. (Dir.)


TOUKOUROU Y. (2016). ASSET LIABILITY MANAGEMENT AND JOINT MORTALITY MODELLING IN OLD-AGE INSURANCE. Université de Lausanne, Faculté des hautes études commerciales. Dufresne F. (Dir.)


Gaille S. (2010). Improving longevity and mortality risk models. Université de Lausanne, Faculté des hautes études commerciales. Dufresne F. (Dir.)


Viquerat S. (2010). On the efficiency of recursive evaluations with applications to risk theory. Université de Lausanne, Faculté des hautes études commerciales. Dufresne F. (Dir.)


Stoica D. (2007). Essays on the treatment of cash flows under stochastic interest rates. Université de Lausanne, Faculté des hautes études commerciales. Dufresne F. (Dir.)


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