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François Dufresne

Contact

Director, Full Professor
Department of Actuarial Science


Contact
Francois.Dufresne@unil.ch
Extranef, room 206
Tel 021.692.33.74

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


Tél. 021 692 33 74

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 Economics
Bachelor of Science (BSc) in Management
Bachelor (BSc) in Economic Sciences
bachelor Mathématiques II
Related programmes
Bachelor of Science (BSc) in Economics
Bachelor of Science (BSc) in Management
Bachelor (BSc) in Economic Sciences

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



full description
  Haris Grdellaj
haris.grdellaj@unil.ch



full description
 
Laure Leclère
laure.leclere@unil.ch



full description
  Coralie Leroy
coralie.leroy@unil.ch



full description
 
Clément Poncet
clement.poncet@unil.ch



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

full description
 
Marie Valensi
marie.valensi@unil.ch



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

2018

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


2016

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.)


2010

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.)


2008

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


2007

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.)


2005

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.


2004

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


2003

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


1997

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


1996

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


1995

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


1993

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


1991

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


1989

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


1988

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


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


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