| On a risk model with dependence between interclaim arrivals and claim sizes M Boudreault, H Cossette, D Landriault, E Marceau Scandinavian Actuarial Journal 2006 (5), 265-285, 2006 | 237 | 2006 |
| Occupation times of spectrally negative Lévy processes with applications D Landriault, JF Renaud, X Zhou Stochastic processes and their applications 121 (11), 2629-2641, 2011 | 109 | 2011 |
| On the dual risk model with tax payments H Albrecher, A Badescu, D Landriault Insurance: Mathematics and Economics 42 (3), 1086-1094, 2008 | 109 | 2008 |
| An insurance risk model with Parisian implementation delays D Landriault, JF Renaud, X Zhou Methodology and Computing in Applied Probability 16, 583-607, 2014 | 103 | 2014 |
| Structural properties of Gerber–Shiu functions in dependent Sparre Andersen models ECK Cheung, D Landriault, GE Willmot, JK Woo Insurance: Mathematics and Economics 46 (1), 117-126, 2010 | 100 | 2010 |
| Ruin probabilities in the compound Markov binomial model H Cossette, D Landriault, É Marceau Scandinavian Actuarial Journal 2003 (4), 301-323, 2003 | 96 | 2003 |
| On the Gerber–Shiu discounted penalty function in the Sparre Andersen model with an arbitrary interclaim time distribution D Landriault, G Willmot Insurance: Mathematics and Economics 42 (2), 600-608, 2008 | 88 | 2008 |
| Dependent risk models with bivariate phase-type distributions AL Badescu, ECK Cheung, D Landriault Journal of Applied Probability 46 (1), 113-131, 2009 | 87 | 2009 |
| On magnitude, asymptotics and duration of drawdowns for Lévy models D Landriault, B Li, H Zhang | 59 | 2017 |
| On the analysis of a multi-threshold Markovian risk model A Badescu, S Drekic, D Landriault Scandinavian Actuarial Journal 2007 (4), 248-260, 2007 | 54 | 2007 |
| On the joint distributions of the time to ruin, the surplus prior to ruin, and the deficit at ruin in the classical risk model D Landriault, GE Willmot North American Actuarial Journal 13 (2), 252-270, 2009 | 53 | 2009 |
| Compound binomial risk model in a Markovian environment H Cossette, D Landriault, É Marceau Insurance: Mathematics and Economics 35 (2), 425-443, 2004 | 53 | 2004 |
| Constant dividend barrier in a risk model with interclaim-dependent claim sizes D Landriault Insurance: Mathematics and Economics 42 (1), 31-38, 2008 | 51 | 2008 |
| Joint densities involving the time to ruin in the Sparre Andersen risk model under exponential assumptions D Landriault, T Shi, GE Willmot Insurance: Mathematics and Economics 49 (3), 371-379, 2011 | 49 | 2011 |
| Perturbed MAP risk models with dividend barrier strategies ECK Cheung, D Landriault Journal of Applied Probability 46 (2), 521-541, 2009 | 48 | 2009 |
| Analysis of a threshold dividend strategy for a MAP risk model A Badescu, S Drekic, D Landriault Scandinavian Actuarial Journal 2007 (4), 227-247, 2007 | 47 | 2007 |
| A generalized penalty function with the maximum surplus prior to ruin in a MAP risk model ECK Cheung, D Landriault Insurance: Mathematics and Economics 46 (1), 127-134, 2010 | 46 | 2010 |
| Exact expressions and upper bound for ruin probabilities in the compound Markov binomial model H Cossette, D Landriault, É Marceau Insurance: Mathematics and Economics 34 (3), 449-466, 2004 | 45 | 2004 |
| Gerber–Shiu analysis with a generalized penalty function ECK Cheung, D Landriault, GE Willmot, JK Woo Scandinavian Actuarial Journal 2010 (3), 185-199, 2010 | 39 | 2010 |
| Equilibrium strategies for the mean-variance investment problem over a random horizon D Landriault, B Li, D Li, VR Young SIAM Journal on Financial Mathematics 9 (3), 1046-1073, 2018 | 38 | 2018 |
