Assistand Professor David Landriault | Statitics and Actuarial Science

Assistant Professor

Department of Statistics and Actuarial Science
University of Waterloo
Waterloo, Ontario
CANADA N2L 3G1

(519) 888-4567, ext. 35552
FAX: (519) 746-1875

E-mail:
Office: Math & Computer 6104

Research and Scholarly Interests

Risk Theory, Ruin Theory, Queuing Theory, Dependence modeling in Actuarial science, Risk Models in Actuarial science, Actuarial Mathematics in Life Insurance. (more )

Publications in Refereed Journals

Cheung, E.C.K. and Landriault, D. (2009). Analysis of a generalized penalty function in a semi-Markovian risk model. North American Actuarial Journal. Forthcoming.
Cheung, E.C.K., Landriault, D., Willmot, G.E. and J.-K. Woo. (2009). Structural properties of Gerber-Shiu functions in dependent Sparre Andersen models. Insurance: Mathematics and Economics. In press.
Cheung, E.C.K. and Landriault, D. (2009). A generalized penalty function with the maximum surplus prior to ruin in a MAP risk model. Insurance: Mathematics and Economics. In press. (more )