De Finetti’s optimal dividends problem with an affine penalty function at ruin RL Loeffen, JF Renaud Insurance: Mathematics and Economics 46 (1), 98-108, 2010 | 124 | 2010 |

Occupation times of intervals until first passage times for spectrally negative Lévy processes RL Loeffen, JF Renaud, X Zhou Stochastic Processes and their Applications 124 (3), 1408-1435, 2014 | 118 | 2014 |

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 | 110 | 2011 |

A Lévy insurance risk process with tax H Albrecher, JF Renaud, X Zhou Journal of Applied Probability 45 (2), 363-375, 2008 | 108 | 2008 |

An insurance risk model with Parisian implementation delays D Landriault, JF Renaud, X Zhou Methodology and Computing in Applied Probability 16 (3), 583-607, 2014 | 103 | 2014 |

Distribution of the present value of dividend payments in a Lévy risk model JF Renaud, X Zhou Journal of Applied Probability 44 (2), 420-427, 2007 | 75 | 2007 |

Gerber–Shiu distribution at Parisian ruin for Lévy insurance risk processes EJ Baurdoux, JC Pardo, JL Pérez, JF Renaud Journal of Applied Probability 53 (2), 572-584, 2016 | 60 | 2016 |

On the time spent in the red by a refracted Lévy risk process JF Renaud Journal of Applied Probability 51 (4), 1171-1188, 2014 | 40 | 2014 |

Joint distribution of a spectrally negative Lévy process and its occupation time, with step option pricing in view H Guérin, JF Renaud Advances in Applied Probability 48 (1), 274-297, 2016 | 34 | 2016 |

On the distribution of cumulative Parisian ruin H Guérin, JF Renaud Insurance: Mathematics and Economics 73, 116-123, 2017 | 32 | 2017 |

Parisian ruin for a refracted Lévy process MA Lkabous, I Czarna, JF Renaud Insurance: Mathematics and Economics 74, 153-163, 2017 | 30 | 2017 |

The distribution of tax payments in a Lévy insurance risk model with a surplus-dependent taxation structure JF Renaud Insurance: Mathematics and Economics 45 (2), 242-246, 2009 | 24 | 2009 |

Actuarial Finance: Derivatives, Quantitative Models and Risk Management M Boudreault, JF Renaud Wiley, 2019 | 17 | 2019 |

Explicit martingale representations for Brownian functionals and applications to option hedging JF Renaud, B Rémillard Stochastic Analysis and Applications 25 (4), 801-820, 2007 | 15 | 2007 |

A simple discretization scheme for nonnegative diffusion processes, with applications to option pricing C Labbé, B Rémillard, JF Renaud Journal of Computational Finance 15 (2), 1-33, 2012 | 12 | 2012 |

De Finetti’s control problem with Parisian ruin for spectrally negative Lévy processes JF Renaud Risks 7 (3), 73, 2019 | 11 | 2019 |

A note on Parisian ruin with an ultimate bankruptcy level for Lévy insurance risk processes I Czarna, JF Renaud Statistics & Probability Letters 113, 54-61, 2016 | 10 | 2016 |

A unified approach to ruin probabilities with delays for spectrally negative Lévy processes MA Lkabous, JF Renaud Scandinavian Actuarial Journal, 711-728, 2019 | 8 | 2019 |

A VaR-type risk measure derived from cumulative Parisian ruin for the classical risk model MA Lkabous, JF Renaud Risks 6 (3), 85, 2018 | 8 | 2018 |

Pricing occupation-time options in a mixed-exponential jump-diffusion model D Ait Aoudia, JF Renaud Applied Mathematical Finance 23 (1), 1-21, 2016 | 7 | 2016 |