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Risk models with dependence between claim occurrences and severities for Atlantic hurricanes
Boudreault, Mathieu; Cossette, Hélène; Marceau, Étienne - In: Insurance / Mathematics & economics 54 (2014), pp. 123-132
Persistent link: https://www.econbiz.de/10010259659
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On sums of two counter-monotonic risks
Chaoubi, Ihsan; Cossette, Hélène; Gadoury, Simon-Pierre; … - In: Insurance / Mathematics & economics 92 (2020), pp. 47-60
Persistent link: https://www.econbiz.de/10012242038
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Ruin-based risk measures in discrete-time risk models
Cossette, Hélène; Marceau, Etienne; Trufin, Julien; … - In: Insurance / Mathematics & economics 93 (2020), pp. 246-261
Persistent link: https://www.econbiz.de/10012294129
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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
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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