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researcher

D. Landriault

6 papers hereh-index 252k citations78 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author6

Across the 6 of 6 papers where every author was matched, so the position is known.

fields
  • q-fin.MF2
  • econ.GN1
  • math.PR1
  • q-fin.PR1
  • q-fin.RM1

identity via Semantic Scholar / OpenAlex

activity
20102024
most citedOn magnitude, asymptotics and duration of drawdowns for Lévy models

56 citations · 102 across the 5 of their papers we have counts for

collaborators
Showing econ.GNShow all

1 paper · 1 filter

econ.GN2024

Contract Structure and Risk Aversion in Longevity Risk Transfers

David Landriault, Bin Li, Hong Li +1

This paper introduces an economic framework to assess optimal longevity risk transfers between institutions, focusing on the interactions between a buyer exposed to long-term longe…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.