Cossette, Hélène; Marceau, Etienne; Trufin, Julien; Zuyderhoff, Pierre Ruin-based risk measures in discrete-time risk models. (English) Zbl 1447.91132 Insur. Math. Econ. 93, 246-261 (2020). MSC: 91G05 PDFBibTeX XMLCite \textit{H. Cossette} et al., Insur. Math. Econ. 93, 246--261 (2020; Zbl 1447.91132) Full Text: DOI Link
Abdallah, Anas; Boucher, Jean-Philippe; Cossette, Hélène; Trufin, Julien Sarmanov family of bivariate distributions for multivariate loss reserving analysis. (English) Zbl 1414.91154 N. Am. Actuar. J. 20, No. 2, 184-200 (2016). MSC: 91B30 62P05 62H05 PDFBibTeX XMLCite \textit{A. Abdallah} et al., N. Am. Actuar. J. 20, No. 2, 184--200 (2016; Zbl 1414.91154) Full Text: DOI Link
Cossette, Hélène; Larrivée-Hardy, Etienne; Marceau, Etienne; Trufin, Julien A note on compound renewal risk models with dependence. (English) Zbl 1325.91028 J. Comput. Appl. Math. 285, 295-311 (2015). MSC: 91B30 60K10 65C50 91G60 PDFBibTeX XMLCite \textit{H. Cossette} et al., J. Comput. Appl. Math. 285, 295--311 (2015; Zbl 1325.91028) Full Text: DOI