| The distribution of a perpetuity, with applications to risk theory and pension funding D Dufresne Scandinavian Actuarial Journal 1990 (1), 39-79, 1990 | 531 | 1990 |
| Financial Economics: With Applications to Investments, Insurance, and Pensions panjer boyle eds society of actuaries, 1998 | 344* | 1998 |
| The integrated square-root process D Dufresne Centre for Actuarial Studies, Department of Economics, University of Melbourne, 2001 | 215 | 2001 |
| Laguerre series for Asian and other options D Dufresne Mathematical Finance 10 (4), 407-428, 2000 | 186 | 2000 |
| The integral of geometric Brownian motion D Dufresne Advances in Applied Probability 33 (1), 223-241, 2001 | 161 | 2001 |
| Fitting combinations of exponentials to probability distributions D Dufresne Applied Stochastic Models in Business and Industry 23 (1), 23-48, 2007 | 140 | 2007 |
| Moments of pension contributions and fund levels when rates of return are random D Dufresne Journal of the Institute of Actuaries 115 (03), 535-544, 1988 | 125 | 1988 |
| The log-normal approximation in financial and other computations D Dufresne Advances in applied probability 36 (3), 747-773, 2004 | 118 | 2004 |
| Stability of pension systems when rates of return are random D Dufresne Insurance: Mathematics and Economics 8 (1), 71-76, 1989 | 93 | 1989 |
| Accelerated simulation for pricing Asian options FJ Vázquez-Abad, D Dufresne 1998 Winter Simulation Conference. Proceedings (Cat. No. 98CH36274) 2, 1493-1500, 1998 | 85 | 1998 |
| Algebraic properties of beta and gamma distributions, and applications D Dufresne Advances in Applied Mathematics 20 (3), 285-299, 1998 | 75 | 1998 |
| Stochastic life annuities D Dufresne North American Actuarial Journal 11 (1), 136-157, 2007 | 63 | 2007 |
| Sums of lognormals D Dufresne Actuarial Research Clearing House 2009 (1), 6, 2009 | 56 | 2009 |
| Weak convergence of random growth processes with applications to insurance D Dufresne Insurance: Mathematics and Economics 8 (3), 187-201, 1989 | 54 | 1989 |
| Fourier inversion formulas in option pricing and insurance D Dufresne, J Garrido, M Morales Methodology and Computing in Applied Probability 11, 359-383, 2009 | 52 | 2009 |
| Sur l’identité de Bougerol pour les fonctionnelles exponentielles du mouvement Brownien avec drift L Alili, D Dufresne, M Yor Ann. Inst. H. Poincaré 19, 369-391, 1983 | 52* | 1983 |
| G distributions and the beta-gamma algebra D Dufresne Electronic Journal of Probability 15, 2163-2199, 2009 | 46 | 2009 |
| Bessel processes and Asian options D Dufresne Numerical methods in finance, 35-57, 2005 | 43 | 2005 |
| On the stochastic equation L (X)= L [B (X+ C)] and a property of gamma distributions D Dufresne Bernoulli 2 (3), 287-291, 1996 | 41 | 1996 |
| An affine property of the reciprocal Asian option process D Dufresne | 29 | 2001 |
Felisa Vázquez-AbadProfessor of Computer ScienceEmail yang diverifikasi di hunter.cuny.edu