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Mathieu Boudreault, Hélène Cossette, David Landriault & Etienne Marceau. (2006) On a risk model with dependence between interclaim arrivals and claim sizes. Scandinavian Actuarial Journal 2006:5, pages 265-285.
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Rosa E. Lillo & Patrizia Semeraro. (2004) Stochastic Bounds for Discrete-time Claim Processes with Correlated Risks. Scandinavian Actuarial Journal 2004:1, pages 1-13.
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Hélène Cossette, Thierry Duchesne & Étienne Marceau. (2003) Modeling Catastrophes and their Impact on Insurance Portfolios. North American Actuarial Journal 7:4, pages 1-22.
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Héléne Cossette, David Landriault & Étienne Marceau. (2003) Ruin Probabilities in the Compound Markov Binomial Model. Scandinavian Actuarial Journal 2003:4, pages 301-323.
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Articles from other publishers (26)
Hamza Hanbali & Daniël Linders. (2022) Monotone tail functions: Definitions, properties, and application to risk-reducing strategies. Journal of Computational and Applied Mathematics 416, pages 114484.
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Rafał Wójcik & Charlie Wusuo Liu. (2022) Bivariate Copula Trees for Gross Loss Aggregation with Positively Dependent Risks. Risks 10:8, pages 144.
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Hélène Cossette, Etienne Marceau, Julien Trufin & Pierre Zuyderhoff. (2020) Ruin-based risk measures in discrete-time risk models. Insurance: Mathematics and Economics 93, pages 246-261.
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Hélène Cossette, Etienne Marceau & Itre Mtalai. (2019) Collective risk models with dependence. Insurance: Mathematics and Economics 87, pages 153-168.
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Yiying Zhang, Xiaohu Li & Ka Chun Cheung. (2018) ON HETEROGENEITY IN THE INDIVIDUAL MODEL WITH BOTH DEPENDENT CLAIM OCCURRENCES AND SEVERITIES. ASTIN Bulletin 48:02, pages 817-839.
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Michel Denuit & Julien Trufin. (2015) Model points and Tail-VaR in life insurance. Insurance: Mathematics and Economics 64, pages 268-272.
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Mhamed Mesfioui & Michel M. Denuit. (2015) Comonotonicity, orthant convex order and sums of random variables. Statistics & Probability Letters 96, pages 356-364.
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Michel Denuit & Alfred Müller. 2014. Wiley StatsRef: Statistics Reference Online. Wiley StatsRef: Statistics Reference Online.
F.G. Badía, C. Sangüesa & J.H. Cha. (2014) Stochastic comparison of multivariate conditionally dependent mixtures. Journal of Multivariate Analysis 129, pages 82-94.
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Hélène Cossette & Etienne Marceau. 2013. Stochastic Orders in Reliability and Risk. Stochastic Orders in Reliability and Risk
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Hélène Cossette, Mélina Mailhot & Étienne Marceau. (2012) TVaR-based capital allocation for multivariate compound distributions with positive continuous claim amounts. Insurance: Mathematics and Economics 50:2, pages 247-256.
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Peng Zhao & Taizhong Hu. (2010) On hazard rate ordering of the sums of heterogeneous geometric random variables. Journal of Multivariate Analysis 101:1, pages 44-51.
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Xiaohu Li, Xiaoliang Ling & Ping Li. (2009) A new stochastic order based upon Laplace transform with applications. Journal of Statistical Planning and Inference 139:8, pages 2624-2630.
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Etienne Marceau. (2009) On the discrete-time compound renewal risk model with dependence. Insurance: Mathematics and Economics 44:2, pages 245-259.
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José María Fernández-Ponce, Eva María Ortega & Franco Pellerey. (2008) CONVEX COMPARISONS FOR RANDOM SUMS IN RANDOM ENVIRONMENTS AND APPLICATIONS. Probability in the Engineering and Informational Sciences 22:3, pages 389-413.
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Félix Belzunce, Eva-María Ortega, Franco Pellerey & José M. Ruiz. (2006) Variability of total claim amounts under dependence between claims severity and number of events. Insurance: Mathematics and Economics 38:3, pages 460-468.
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Kam C. Yuen, Junyi Guo & Xueyuan Wu. (2006) On the first time of ruin in the bivariate compound Poisson model. Insurance: Mathematics and Economics 38:2, pages 298-308.
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Alfred Müller & Marco Scarsini. (2005) Archimedean copulae and positive dependence. Journal of Multivariate Analysis 93:2, pages 434-445.
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Rafał Kulik & Ryszard Szekli. (2005) Dependence orderings for some functionals of multivariate point processes. Journal of Multivariate Analysis 92:1, pages 145-173.
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Félix Belzunce & Patrizia Semeraro. (2016) Preservation of positive and negative orthant dependence concepts under mixtures and applications. Journal of Applied Probability 41:4, pages 961-974.
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Hélène Cossette, David Landriault & Étienne Marceau. (2004) Compound binomial risk model in a markovian environment. Insurance: Mathematics and Economics 35:2, pages 425-443.
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Michel Denuit & Alfred Müller. 2004. Encyclopedia of Actuarial Science. Encyclopedia of Actuarial Science.
Christian Genest, Étienne Marceau & Mhamed Mesfioui. (2003) Compound Poisson approximations for individual models with dependent risks. Insurance: Mathematics and Economics 32:1, pages 73-91.
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Michel Denuit & Alfred Müller. (2002) Smooth generators of integral stochastic orders. The Annals of Applied Probability 12:4.
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J. Dhaene, M. Denuit, M.J. Goovaerts, R. Kaas & D. Vyncke. (2002) The concept of comonotonicity in actuarial science and finance: theory. Insurance: Mathematics and Economics 31:1, pages 3-33.
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HHllne Cossette, Etienne Marceau & Itre Mtalai. (2018) Collective Risk Models with Hierarchical Archimedean Copulas. SSRN Electronic Journal.
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