David Landriault


Canada Research Chair, Risk Theory
David Landriault

Contact Information:
David Landriault

Research interests

Actuarial Science, Quantitative Risk Management, Applied Probability, Stochastic Process, Risk and Ruin Theory, Stochastic Control Problems in Insurance and Finance, Stochastic Modelling in Insurance


  • F.C.I.A., 2009, Fellow of the Canadian Institute of Actuaries (CIA)
  • F.S.A., 2006, Fellow of the Society of Actuaries (SOA)
  • Postdoctoral fellowship in actuarial science, 2006, University of Waterloo
  • PhD in Mathematics, 2005, Laval University
  • MSc in Mathematics, 2003, Laval University
  • BSc in Actuarial Science, 2002, Laval University

Selected publications

  • Landriault, D., Li, B. and H. Zhang. (2015). On magnitude, asymptotics and duration of drawdowns for Levy models. Bernoulli. Forthcoming.
  • Landriault, D., Lin, X.S. and G.E. Willmot (2015). Ruin Theory. Wiley StatsRef: Statistics Reference Online. 1–8.
  • Landriault, D., Moutanabbir, K., and G.E. Willmot. (2015). A note on order statistics in the mixed Erlang case. Statistics and Probability Letter 106: 13–18.
  • Landriault, D., Li, B. and H. Zhang. (2015). On the frequency of drawdowns for Brownian motion processes. Journal of Applied Probability 52(1): 191-208.
  • Landriault, D., Li, B. and S. Li. (2015). Analysis of a drawdown-based regime-switching Lévy insurance model. Insurance: Mathematics and Economics 60(1): 98-107.
  • Landriault, D. and T. Shi. (2015). Occupation times in the MAP risk model. Insurance: Mathematics and Economics 60(1): 75-82.
  • Li, S., Landriault, D. and C. Lemieux. (2015). A risk model with varying premiums: its risk management implications. Insurance: Mathematics and Economics 60(1): 38-46.
  • Landriault, D., Willmot, G.E. and D. Xu. (2014). On the analysis of time dependent claims in a class of birth process claim count models. Insurance: Mathematics and Economics 58: 168-173.
  • Landriault, D., Renaud, J.-F. and Zhou, X. (2014). Insurance risk models with Parisian implementation delays. Methodology and Computing in Applied Probability 16(3): 583-607.
  • Landriault, D., Lee, W.Y., Willmot, G.E. and Woo, J.-K. (2014). A note on deficit analysis in dependency models involving Coxian claim amounts. Scandinavian Actuarial Journal 2014(5): 405-423.
  • Landriault, D., and Shi, T. (2014). First passage time for compound Poisson processes with diffusion: ruin theoretical and financial applications. Scandinavian Actuarial Journal 2014(4), 368-382.
  • Guo, L., Landriault, D. and Willmot, G.E. (2013). On the analysis of a class of loss models incorporating time dependence. European Actuarial Journal 3(1): 273-294.

Additional publications