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François Dufresne
Contact
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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 |
Links
Teaching
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master Life Contingencies I Related programmes Master of Science (MSc) in Actuarial Science Master of Science (MSc) in Actuarial Science |
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master Life Contingencies II Related programme Master of Science (MSc) in Actuarial Science |
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bachelor Mathématiques I Related programmes Bachelor (BSc) in Economic Sciences Bachelor of Science (BSc) in Economics Bachelor of Science (BSc) in Management |
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bachelor Mathématiques II Related programmes Bachelor of Science (BSc) in Management Bachelor (BSc) in Economic Sciences Bachelor of Science (BSc) in Economics |
Research
Research areas
Analysis of criteria for the stability and solvency of insurance companiesRate 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 ActuairesSuisse
Contact: François Dufresne
http://www.saa-iss.ch
Assistants
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Agathe Catelin
agathe.catelin@unil.ch full description |
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Haris Grdellaj
haris.grdellaj@unil.ch full description |
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Laure Leclère
laure.leclere@unil.ch full description |
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Luis Miranda Cardoso
luis.mirandacardoso@unil.ch |
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Quentin Ruel
quentin.ruel@unil.ch Tel: (021 692) 3677 Room: 130 full description |
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Marie Valensi
marie.valensi@unil.ch full description |
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Léonard Vincent
leonard.vincent@unil.ch Tel: (021 692) 3376 Room: EXT/106 full description |
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Publications
21 last publications
: 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.  | |
2016
| Labit Hardy H., Arnold S. , Dufresne F. P. (Dir.) (2016). IMPACTS OF CAUSE-OF-DEATH MORTALITY CHANGES: A POPULATION DYNAMICS APPROACH. Université de Lausanne, Faculté des hautes études commerciales. | |
| TOUKOUROU Y., Dufresne F. (Dir.) (2016). ASSET LIABILITY MANAGEMENT AND JOINT MORTALITY MODELLING IN OLD-AGE INSURANCE. Université de Lausanne, Faculté des hautes études commerciales. | |
2010
| Gaille S., Dufresne F. (Dir.) (2010). Improving longevity and mortality risk models. Université de Lausanne, Faculté des hautes études commerciales. | |
| Viquerat S., Dufresne F. (Dir.) (2010). On the efficiency of recursive evaluations with applications to risk theory. Université de Lausanne, Faculté des hautes études commerciales. | |
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., Dufresne F. (Dir.) (2007). Essays on the treatment of cash flows under stochastic interest rates. Université de Lausanne, Faculté des hautes études commerciales. | |
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. | |
1996
| Dufresne F. (1996). An Extension of Kornya's Method with Application to Pension Funds. Bulletin de l'Association Suisse des Actuaires, 171-181. | |
1995
| Dufresne F. (1995). The Efficiency of the Swiss Bonus-malus System. Bulletin de l'Association Suisse des Actuaires, 29-42. | |
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. | |
1991
| Dufresne F. , Gerber H.U. (1991). Rational ruin problems - A note for the teacher. Insurance: Mathematics and Economics, 10, 21-29. | |
| 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. | |
| Dufresne F., Gerber H.U. ; Shiu E.S.W. (1991). Risk theory with the gamma process. ASTIN Bulletin, 21, 177-192. | |
| Dufresne François, Gerber Hans U. ; Shiu Elias S. W. (1991). Risk Theory with the Gamma Process. ASTIN Bulletin, 21, 177-192. | |
1989
| Dufresne F. , Gerber H.U. (1989). Three methods to calculate the probability of ruin. ASTIN Bulletin, 19, 71-90. | |
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. | |
| 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. | |
