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~person:"Cossette, Hélène"
~subject:"Portfolio selection"
~subject:"Statistische Verteilung"
~type_genre:"Article in journal"
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Portfolio selection
Statistische Verteilung
Multivariate Verteilung
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Cossette, Hélène
Tiwari, Aviral Kumar
7
Weiß, Gregor
7
Yang, Jingping
7
Hua, Lei
6
Sahamkhadam, Maziar
6
Berger, Theo
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4
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Insurance / Mathematics & economics
5
Astin bulletin : the journal of the International Actuarial Association
1
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ECONIS (ZBW)
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1
Risk aggregation with FGM copulas
Blier-Wong, Christopher
;
Cossette, Hélène
;
Marceau, …
- In:
Insurance / Mathematics & economics
111
(
2023
),
pp. 102-120
Persistent link: https://www.econbiz.de/10014316667
Saved in:
2
Collective risk models with dependence
Cossette, Hélène
;
Marceau, Etienne
;
Mtalai, Itre
- In:
Insurance / Mathematics & economics
87
(
2019
),
pp. 153-168
Persistent link: https://www.econbiz.de/10012058960
Saved in:
3
Dependent risk models with Archimedean copulas : a computational strategy based on common mixtures and applications
Cossette, Hélène
;
Marceau, Etienne
;
Mtalai, Itre
; …
- In:
Insurance / Mathematics & economics
78
(
2018
),
pp. 53-71
Persistent link: https://www.econbiz.de/10011825212
Saved in:
4
Hierarchical Archimedean copulas through multivariate compound distributions
Cossette, Hélène
;
Gadoury, Simon-Pierre
;
Marceau, Étienne
- In:
Insurance / Mathematics & economics
76
(
2017
),
pp. 1-13
Persistent link: https://www.econbiz.de/10011774757
Saved in:
5
Modeling dependence between loss triangles with hierarchical Archimedean copulas
Abdallah, Anas
;
Boucher, Jean-Philippe
;
Cossette, Hélène
- In:
Astin bulletin : the journal of the International …
45
(
2015
)
3
,
pp. 577-599
Persistent link: https://www.econbiz.de/10011397265
Saved in:
6
Multivariate distribution defined with Farlie-Gumbel-Morgenstern copula and mixed Erlang marginals : aggregation and capital allocation
Cossette, Hélène
;
Côté, Marie-Pier
;
Marceau, Etienne
; …
- In:
Insurance / Mathematics & economics
52
(
2013
)
3
,
pp. 560-572
Persistent link: https://www.econbiz.de/10009763583
Saved in:
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