Daniel Dufresne

2.0k total citations
37 papers, 1.2k citations indexed

About

Daniel Dufresne is a scholar working on Finance, Economics and Econometrics and Demography. According to data from OpenAlex, Daniel Dufresne has authored 37 papers receiving a total of 1.2k indexed citations (citations by other indexed papers that have themselves been cited), including 21 papers in Finance, 10 papers in Economics and Econometrics and 10 papers in Demography. Recurrent topics in Daniel Dufresne's work include Stochastic processes and financial applications (19 papers), Financial Risk and Volatility Modeling (11 papers) and Insurance, Mortality, Demography, Risk Management (10 papers). Daniel Dufresne is often cited by papers focused on Stochastic processes and financial applications (19 papers), Financial Risk and Volatility Modeling (11 papers) and Insurance, Mortality, Demography, Risk Management (10 papers). Daniel Dufresne collaborates with scholars based in Australia, Canada and Macao. Daniel Dufresne's co-authors include Felisa J. Vázquez-Abad, José Garrido, Manuel Morales, Hans U. Gerber, Samuel H. Cox, Elias S. W. Shiu, Hal W. Pedersen, Michael Sherris, Stephen Chin and Jean Bertoin and has published in prestigious journals such as International Review of Financial Analysis, Advances in Applied Probability and Insurance Mathematics and Economics.

In The Last Decade

Daniel Dufresne

35 papers receiving 1.1k citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
Daniel Dufresne Australia	19	794	389	348	303	205	37	1.2k
Fabio Mercurio United States	17	1.8k 2.2×	413 1.1×	209 0.6×	578 1.9×	98 0.5×	61	2.0k
Rüdiger Kiesel Germany	18	747 0.9×	215 0.6×	193 0.6×	518 1.7×	47 0.2×	58	1.2k
Marek Musiela Australia	15	1.9k 2.5×	377 1.0×	325 0.9×	759 2.5×	119 0.6×	29	2.2k
Monique Jeanblanc France	24	1.9k 2.4×	376 1.0×	463 1.3×	726 2.4×	160 0.8×	90	2.2k
Marek Rutkowski Australia	16	2.1k 2.6×	382 1.0×	268 0.8×	669 2.2×	98 0.5×	79	2.3k
David Hobson United Kingdom	23	1.7k 2.1×	238 0.6×	439 1.3×	729 2.4×	214 1.0×	82	1.9k
Tomas Björk Sweden	17	2.1k 2.7×	762 2.0×	798 2.3×	1.2k 3.8×	125 0.6×	43	2.7k
Francesca Biagini Germany	14	939 1.2×	161 0.4×	173 0.5×	489 1.6×	118 0.6×	57	1.3k
Huyên Pham France	16	916 1.2×	176 0.5×	310 0.9×	488 1.6×	41 0.2×	30	1.2k
Hans Bühlmann Switzerland	17	718 0.9×	643 1.7×	899 2.6×	803 2.7×	48 0.2×	59	1.7k

Countries citing papers authored by Daniel Dufresne

Since Specialization

Citations

This map shows the geographic impact of Daniel Dufresne's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Daniel Dufresne with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Daniel Dufresne more than expected).

Fields of papers citing papers by Daniel Dufresne

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Daniel Dufresne. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Daniel Dufresne. The network helps show where Daniel Dufresne may publish in the future.

Co-authorship network of co-authors of Daniel Dufresne

This figure shows the co-authorship network connecting the top 25 collaborators of Daniel Dufresne. A scholar is included among the top collaborators of Daniel Dufresne based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Daniel Dufresne. Daniel Dufresne is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Vázquez-Abad, Felisa J., et al.. (2022). Impact of Vaccination Policies for COVID-19 Using Hybrid Simulation. 2022 Winter Simulation Conference (WSC). 545–556. 2 indexed citations

Dufresne, Daniel, et al.. (2017). Gram-Charlier Processes and Applications to Option Pricing. Journal of Probability and Statistics. 2017. 1–19. 10 indexed citations

Dufresne, Daniel & Felisa J. Vázquez-Abad. (2012). Cobweb Theorems with Production Lags and Price Forecasting. SSRN Electronic Journal. 1 indexed citations

Dufresne, Daniel. (2010). The Beta Product Distribution with Complex Parameters. Communication in Statistics- Theory and Methods. 39(5). 837–854. 7 indexed citations

Dufresne, Daniel. (2010). G distributions and the beta-gamma algebra. Electronic Journal of Probability. 15(none). 21 indexed citations

Dufresne, Daniel. (2006). Fitting combinations of exponentials to probability distributions. Applied Stochastic Models in Business and Industry. 23(1). 23–48. 75 indexed citations

Dufresne, Daniel. (2004). The log-normal approximation in financial and other computations. Advances in Applied Probability. 36(3). 747–773. 66 indexed citations

Dufresne, Daniel. (2004). Bessel Processes and a Functional of Brownian Motion. Minerva Access (University of Melbourne). 7 indexed citations

Dufresne, Daniel. (2002). Asian and Basket Asymptotics. Minerva Access (University of Melbourne). 8 indexed citations

10.

Dufresne, Daniel, et al.. (2002). Accelerated simulation for pricing Asian options. 1998 Winter Simulation Conference. Proceedings (Cat. No.98CH36274). 2. 1493–1500. 16 indexed citations

11.

Dufresne, Daniel, et al.. (2002). The stochastic-volatility American put option of banks' credit line commitments:. International Review of Financial Analysis. 11(2). 159–181. 6 indexed citations

12.

Dufresne, Daniel. (2002). A general class of risk models. Minerva Access (University of Melbourne). 7 indexed citations

13.

Dufresne, Daniel. (2001). An affine property of the reciprocal Asian option process. Osaka Journal of Mathematics. 38(2). 379–381. 14 indexed citations

14.

Dufresne, Daniel. (2001). The integral of geometric Brownian motion. Advances in Applied Probability. 33(1). 223–241. 50 indexed citations

15.

Dufresne, Daniel, et al.. (2001). Pension Funding with Moving Average Rates of Return. Scandinavian Actuarial Journal. 2001(1). 1–17. 7 indexed citations

16.

Dufresne, Daniel. (2000). Laguerre Series for Asian and Other Options. SSRN Electronic Journal. 4 indexed citations

17.

Cox, Samuel H., Daniel Dufresne, Hans U. Gerber, et al.. (1999). Financial Economics: With Applications to Investments, Insurance and Pensions. Medical Entomology and Zoology. 92 indexed citations

18.

Vázquez-Abad, Felisa J. & Daniel Dufresne. (1998). Accelerated simulation for pricing Asian options. Winter Simulation Conference. 2. 1493–1500. 37 indexed citations

19.

Dufresne, Daniel. (1998). Algebraic Properties of Beta and Gamma Distributions, and Applications. Advances in Applied Mathematics. 20(3). 285–299. 34 indexed citations

20.

Dufresne, Daniel. (1988). Movements of pension contributions and fund levels when rates of return are random. Journal of the Institute of Actuaries. 115(3). 535–544. 54 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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