Blier-Wong, Christopher; Cossette, Hélène; Marceau, Etienne Exchangeable FGM copulas. (English) Zbl 07807058 Adv. Appl. Probab. 56, No. 1, 205-234 (2024). MSC: 62H05 60E15 60E05 PDFBibTeX XMLCite \textit{C. Blier-Wong} et al., Adv. Appl. Probab. 56, No. 1, 205--234 (2024; Zbl 07807058) Full Text: DOI arXiv OA License
Michaelides, Marie; Pigeon, Mathieu; Cossette, Hélène Individual claims reserving using activation patterns. (English) Zbl 07807632 Eur. Actuar. J. 13, No. 2, 837-869 (2023). MSC: 91G05 PDFBibTeX XMLCite \textit{M. Michaelides} et al., Eur. Actuar. J. 13, No. 2, 837--869 (2023; Zbl 07807632) Full Text: DOI arXiv
Blier-Wong, Christopher; Cossette, Hélène; Marceau, Etienne Risk aggregation with FGM copulas. (English) Zbl 1520.91312 Insur. Math. Econ. 111, 102-120 (2023). MSC: 91G05 60E15 62H05 PDFBibTeX XMLCite \textit{C. Blier-Wong} et al., Insur. Math. Econ. 111, 102--120 (2023; Zbl 1520.91312) Full Text: DOI arXiv
Blier-Wong, Christopher; Cossette, Hélène; Marceau, Etienne Stochastic representation of FGM copulas using multivariate Bernoulli random variables. (English) Zbl 07533782 Comput. Stat. Data Anal. 173, Article ID 107506, 24 p. (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{C. Blier-Wong} et al., Comput. Stat. Data Anal. 173, Article ID 107506, 24 p. (2022; Zbl 07533782) Full Text: DOI
Blier-Wong, Christopher; Cossette, Hélène; Lamontagne, Luc; Marceau, Etienne Geographic ratemaking with spatial embeddings. (English) Zbl 1484.91375 ASTIN Bull. 52, No. 1, 1-31 (2022). MSC: 91G05 91D20 91B72 PDFBibTeX XMLCite \textit{C. Blier-Wong} et al., ASTIN Bull. 52, No. 1, 1--31 (2022; Zbl 1484.91375) Full Text: DOI arXiv
Blier-Wong, Christopher; Cossette, Hélène; Legros, Sébastien; Marceau, Etienne A new method to construct high-dimensional copulas with Bernoulli and Coxian-2 distributions. arXiv:2209.13675 Preprint, arXiv:2209.13675 [math.ST] (2022). BibTeX Cite \textit{C. Blier-Wong} et al., ``A new method to construct high-dimensional copulas with Bernoulli and Coxian-2 distributions'', Preprint, arXiv:2209.13675 [math.ST] (2022) Full Text: arXiv OA License
Chaoubi, Ihsan; Cossette, Hélène; Marceau, Etienne; Robert, Christian Y. Hierarchical copulas with Archimedean blocks and asymmetric between-block pairs. (English) Zbl 1510.62225 Comput. Stat. Data Anal. 154, Article ID 107071, 33 p. (2021). MSC: 62H05 PDFBibTeX XMLCite \textit{I. Chaoubi} et al., Comput. Stat. Data Anal. 154, Article ID 107071, 33 p. (2021; Zbl 1510.62225) Full Text: DOI
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
Chaoubi, Ihsan; Cossette, Hélène; Gadoury, Simon-Pierre; Marceau, Etienne On sums of two counter-monotonic risks. (English) Zbl 1445.91050 Insur. Math. Econ. 92, 47-60 (2020). MSC: 91G05 91G70 PDFBibTeX XMLCite \textit{I. Chaoubi} et al., Insur. Math. Econ. 92, 47--60 (2020; Zbl 1445.91050) Full Text: DOI
Cossette, Hélène; Marceau, Etienne; Nguyen, Quang Huy; Robert, Christian Y. Tail approximations for sums of dependent regularly varying random variables under Archimedean copula models. (English) Zbl 1480.60140 Methodol. Comput. Appl. Probab. 21, No. 2, 461-490 (2019). MSC: 60G70 62H05 65C05 PDFBibTeX XMLCite \textit{H. Cossette} et al., Methodol. Comput. Appl. Probab. 21, No. 2, 461--490 (2019; Zbl 1480.60140) Full Text: DOI arXiv
Cossette, Hélène; Gadoury, Simon-Pierre; Marceau, Etienne; Robert, Christian Y. Composite likelihood estimation method for hierarchical Archimedean copulas defined with multivariate compound distributions. (English) Zbl 1419.62120 J. Multivariate Anal. 172, 59-83 (2019). MSC: 62H05 62H30 60E05 PDFBibTeX XMLCite \textit{H. Cossette} et al., J. Multivariate Anal. 172, 59--83 (2019; Zbl 1419.62120) Full Text: DOI
Cossette, Hélène; Marceau, Etienne; Mtalai, Itre Collective risk models with dependence. (English) Zbl 1410.91261 Insur. Math. Econ. 87, 153-168 (2019). MSC: 91B30 62P05 62H05 PDFBibTeX XMLCite \textit{H. Cossette} et al., Insur. Math. Econ. 87, 153--168 (2019; Zbl 1410.91261) Full Text: DOI
Cossette, Hélène; Marceau, Etienne; Mtalai, Itre; Veilleux, Déry Dependent risk models with Archimedean copulas: a computational strategy based on common mixtures and applications. (English) Zbl 1398.62289 Insur. Math. Econ. 78, 53-71 (2018). MSC: 62P05 91B30 62H05 PDFBibTeX XMLCite \textit{H. Cossette} et al., Insur. Math. Econ. 78, 53--71 (2018; Zbl 1398.62289) Full Text: DOI
Cossette, Hélène; Gadoury, Simon-Pierre; Marceau, Étienne; Mtalai, Itre Hierarchical Archimedean copulas through multivariate compound distributions. (English) Zbl 1395.62112 Insur. Math. Econ. 76, 1-13 (2017). MSC: 62H05 60E05 62P05 PDFBibTeX XMLCite \textit{H. Cossette} et al., Insur. Math. Econ. 76, 1--13 (2017; Zbl 1395.62112) Full Text: DOI
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; Mailhot, Mélina; Marceau, Étienne; Mesfioui, Mhamed Vector-valued tail value-at-risk and capital allocation. (English) Zbl 1349.91319 Methodol. Comput. Appl. Probab. 18, No. 3, 653-674 (2016). MSC: 91G70 62P05 91B30 PDFBibTeX XMLCite \textit{H. Cossette} et al., Methodol. Comput. Appl. Probab. 18, No. 3, 653--674 (2016; Zbl 1349.91319) Full Text: DOI
Abdallah, Anas; Boucher, Jean-Philippe; Cossette, Hélène Sarmanov family of multivariate distributions for bivariate dynamic claim counts model. (English) Zbl 1373.62507 Insur. Math. Econ. 68, 120-133 (2016). MSC: 62P05 91B30 PDFBibTeX XMLCite \textit{A. Abdallah} et al., Insur. Math. Econ. 68, 120--133 (2016; Zbl 1373.62507) Full Text: DOI Link
Abdallah, Anas; Boucher, Jean-Philippe; Cossette, Hélène Modeling dependence between loss triangles with hierarchical Archimedean copulas. (English) Zbl 1390.91154 ASTIN Bull. 45, No. 3, 577-599 (2015). MSC: 91B30 62H05 62P05 PDFBibTeX XMLCite \textit{A. Abdallah} et al., ASTIN Bull. 45, No. 3, 577--599 (2015; Zbl 1390.91154) Full Text: DOI Link
Cossette, Hélène; Marceau, Etienne; Perreault, Samuel On two families of bivariate distributions with exponential marginals: aggregation and capital allocation. (English) Zbl 1348.91137 Insur. Math. Econ. 64, 214-224 (2015). MSC: 91B30 60E05 62H05 62P05 PDFBibTeX XMLCite \textit{H. Cossette} et al., Insur. Math. Econ. 64, 214--224 (2015; Zbl 1348.91137) Full Text: DOI
Boudreault, Mathieu; Cossette, Hélène; Marceau, Étienne Erratum to: “Risk models with dependence between claim occurrences and severities for Atlantic hurricanes”. (English) Zbl 1314.91136 Insur. Math. Econ. 61, 298 (2015). MSC: 91B30 86A10 PDFBibTeX XMLCite \textit{M. Boudreault} et al., Insur. Math. Econ. 61, 298 (2015; Zbl 1314.91136) Full Text: DOI
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
Cossette, Hélène; Côté, Marie-Pier; Mailhot, Mélina; Marceau, Etienne A note on the computation of sharp numerical bounds for the distribution of the sum, product or ratio of dependent risks. (English) Zbl 1292.62077 J. Multivariate Anal. 130, 1-20 (2014). MSC: 62H10 62P05 91B30 PDFBibTeX XMLCite \textit{H. Cossette} et al., J. Multivariate Anal. 130, 1--20 (2014; Zbl 1292.62077) Full Text: DOI
Boudreault, Mathieu; Cossette, Hélène; Marceau, Étienne Risk models with dependence between claim occurrences and severities for Atlantic hurricanes. (English) Zbl 1291.91095 Insur. Math. Econ. 54, 123-132 (2014); erratum ibid. 61, 298 (2015). MSC: 91B30 86A10 PDFBibTeX XMLCite \textit{M. Boudreault} et al., Insur. Math. Econ. 54, 123--132 (2014; Zbl 1291.91095) Full Text: DOI
Cossette, Hélène; Marceau, Etienne Dynamic risk measures within discrete-time risk models. (English) Zbl 1312.91057 Li, Haijun (ed.) et al., Stochastic orders in reliability and risk. In honor of Professor Moshe Shaked. Based on the talks presented at the international workshop on stochastic orders in reliability and risk management, SORR2011, Xiamen, China, June 27–29, 2011. New York, NY: Springer (ISBN 978-1-4614-6891-2/hbk; 978-1-4614-6892-9/ebook). Lecture Notes in Statistics 208. Proceedings, 257-272 (2013). MSC: 91B30 91G10 62P05 60E15 PDFBibTeX XMLCite \textit{H. Cossette} and \textit{E. Marceau}, Lect. Notes Stat. 208, 257--272 (2013; Zbl 1312.91057) Full Text: DOI
Cossette, Hélène; Mailhot, Mélina; Marceau, Étienne; Mesfioui, Mhamed Bivariate lower and upper orthant value-at-risk. (English) Zbl 1304.91097 Eur. Actuar. J. 3, No. 2, 321-357 (2013). MSC: 91B30 PDFBibTeX XMLCite \textit{H. Cossette} et al., Eur. Actuar. J. 3, No. 2, 321--357 (2013; Zbl 1304.91097) Full Text: DOI
Cossette, Hélène; Côté, Marie-Pier; Marceau, Etienne; Moutanabbir, Khouzeima Multivariate distribution defined with Farlie-Gumbel-Morgenstern copula and mixed Erlang marginals: aggregation and capital allocation. (English) Zbl 1284.60027 Insur. Math. Econ. 52, No. 3, 560-572 (2013). MSC: 60E05 62H05 62E15 91B30 91G10 PDFBibTeX XMLCite \textit{H. Cossette} et al., Insur. Math. Econ. 52, No. 3, 560--572 (2013; Zbl 1284.60027) Full Text: DOI
Cossette, Hélène; Landriault, David; Marceau, Etienne; Moutanabbir, Khouzeima Analysis of the discounted sum of ascending ladder heights. (English) Zbl 1284.91220 Insur. Math. Econ. 51, No. 2, 393-401 (2012). MSC: 91B30 60K10 PDFBibTeX XMLCite \textit{H. Cossette} et al., Insur. Math. Econ. 51, No. 2, 393--401 (2012; Zbl 1284.91220) Full Text: DOI
Cossette, Hélène; Mailhot, Mélina; Marceau, Étienne TVaR-based capital allocation for multivariate compound distributions with positive continuous claim amounts. (English) Zbl 1235.91086 Insur. Math. Econ. 50, No. 2, 247-256 (2012). MSC: 91B30 62P05 91G10 91G40 PDFBibTeX XMLCite \textit{H. Cossette} et al., Insur. Math. Econ. 50, No. 2, 247--256 (2012; Zbl 1235.91086) Full Text: DOI
Cossette, Hélène; Marceau, Etienne; Maume-Deschamps, Véronique Adjustment coefficient for risk processes in some dependent contexts. (English) Zbl 1368.62241 Methodol. Comput. Appl. Probab. 13, No. 4, 695-721 (2011). MSC: 62M09 60G10 62G20 62P05 91B30 PDFBibTeX XMLCite \textit{H. Cossette} et al., Methodol. Comput. Appl. Probab. 13, No. 4, 695--721 (2011; Zbl 1368.62241) Full Text: DOI arXiv
Cossette, Hélène; Marceau, Etienne; Marri, Fouad Constant dividend barrier in a risk model with a generalized Farlie-Gumbel-Morgenstern copula. (English) Zbl 1232.91343 Methodol. Comput. Appl. Probab. 13, No. 3, 487-510 (2011). MSC: 91B30 60K05 62P05 PDFBibTeX XMLCite \textit{H. Cossette} et al., Methodol. Comput. Appl. Probab. 13, No. 3, 487--510 (2011; Zbl 1232.91343) Full Text: DOI
Cossette, Hélène; Marceau, Étienne; Toureille, Florent Risk models based on time series for count random variables. (English) Zbl 1218.91074 Insur. Math. Econ. 48, No. 1, 19-28 (2011). MSC: 91B30 62M10 62P05 PDFBibTeX XMLCite \textit{H. Cossette} et al., Insur. Math. Econ. 48, No. 1, 19--28 (2011; Zbl 1218.91074) Full Text: DOI
Bargès, Mathieu; Cossette, Hélène; Loisel, Stéphane; Marceau, Étienne On the moments of aggregate discounted claims with dependence introduced by a FGM copula. (English) Zbl 1214.91050 Astin Bull. 41, No. 1, 215-238 (2011). MSC: 91B30 62P05 62H20 PDFBibTeX XMLCite \textit{M. Bargès} et al., ASTIN Bull. 41, No. 1, 215--238 (2011; Zbl 1214.91050) Full Text: DOI
Cossette, Héléne; Marceau, Etienne; Marri, Fouad Analysis of ruin measures for the classical compound Poisson risk model with dependence. (English) Zbl 1226.91024 Scand. Actuar. J. 2010, No. 3, 221-245 (2010). MSC: 91B30 60K10 62H05 PDFBibTeX XMLCite \textit{H. Cossette} et al., Scand. Actuar. J. 2010, No. 3, 221--245 (2010; Zbl 1226.91024) Full Text: DOI
Cossette, Hélène; Marceau, Etienne; Maume-Deschamps, Véronique Discrete-time risk models on time series for count random variables. (English) Zbl 1230.91071 Astin Bull. 40, No. 1, 123-150 (2010). MSC: 91B30 60K10 62M10 PDFBibTeX XMLCite \textit{H. Cossette} et al., ASTIN Bull. 40, No. 1, 123--150 (2010; Zbl 1230.91071) Full Text: DOI
Bargès, Mathieu; Cossette, Hélène; Marceau, Étienne TVaR-based capital allocation with copulas. (English) Zbl 1231.91141 Insur. Math. Econ. 45, No. 3, 348-361 (2009). MSC: 91B30 91G10 60E05 62H05 PDFBibTeX XMLCite \textit{M. Bargès} et al., Insur. Math. Econ. 45, No. 3, 348--361 (2009; Zbl 1231.91141) Full Text: DOI
Cossette, Hélène; Marceau, Etienne; Marri, Fouad On the compound Poisson risk model with dependence based on a generalized Farlie-Gumbel-Morgenstern copula. (English) Zbl 1151.91565 Insur. Math. Econ. 43, No. 3, 444-455 (2008). MSC: 91B30 PDFBibTeX XMLCite \textit{H. Cossette} et al., Insur. Math. Econ. 43, No. 3, 444--455 (2008; Zbl 1151.91565) Full Text: DOI
Cossette, Hélène; Delwarde, Antoine; Denuit, Michel; Guillot, Frédérick; Marceau, Étienne Pension plan valuation and mortality projection: a case study with mortality data. (English) Zbl 1480.91195 N. Am. Actuar. J. 11, No. 2, 1-34 (2007). MSC: 91G05 91D20 62P05 PDFBibTeX XMLCite \textit{H. Cossette} et al., N. Am. Actuar. J. 11, No. 2, 1--34 (2007; Zbl 1480.91195) Full Text: DOI
Boudreault, Mathieu; Cossette, Hélène; Landriault, David; Marceau, Etienne On a risk model with dependence between interclaim arrivals and claim sizes. (English) Zbl 1145.91030 Scand. Actuar. J. 2006, No. 5, 265-285 (2006). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 91B30 60K15 60G40 PDFBibTeX XMLCite \textit{M. Boudreault} et al., Scand. Actuar. J. 2006, No. 5, 265--285 (2006; Zbl 1145.91030) Full Text: DOI
Cossette, Hélène; Landriault, David; Marceau, Etienne Ruin probabilities in the discrete time renewal risk model. (English) Zbl 1090.60076 Insur. Math. Econ. 38, No. 2, 309-323 (2006). MSC: 60K10 91B30 60K05 PDFBibTeX XMLCite \textit{H. Cossette} et al., Insur. Math. Econ. 38, No. 2, 309--323 (2006; Zbl 1090.60076) Full Text: DOI
Cossette, H.; Landriault, D.; Marceau, É. Risk measures related to the surplus process in the compound Markov binomial model. (English. French, German summary) Zbl 1333.91022 Mitt., Schweiz. Aktuarver. 2004, No. 1, 77-114 (2004). MSC: 91B30 60J10 60J20 PDFBibTeX XMLCite \textit{H. Cossette} et al., Mitt., Schweiz. Aktuarver. 2004, No. 1, 77--114 (2004; Zbl 1333.91022)
Cossette, Hélène; Landriault, David; Marceau, Étienne Exact expressions and upper bound for ruin probabilities in the compound Markov binomial model. (English) Zbl 1188.91086 Insur. Math. Econ. 34, No. 3, 449-466 (2004). MSC: 91B30 62P05 60E05 60J10 60J20 62E10 PDFBibTeX XMLCite \textit{H. Cossette} et al., Insur. Math. Econ. 34, No. 3, 449--466 (2004; Zbl 1188.91086) Full Text: DOI
Cossette, Hélène; Marceau, Étienne Obituary of Professor Etienne de Vylder (1937–2004). (English) Zbl 1098.01513 Astin Bull. 34, No. 2, 465-466 (2004). MSC: 01A70 PDFBibTeX XMLCite \textit{H. Cossette} and \textit{É. Marceau}, ASTIN Bull. 34, No. 2, 465--466 (2004; Zbl 1098.01513) Full Text: DOI
Cossette, Hélène; Landriault, David; Marceau, Étienne Compound binomial risk model in a Markovian environment. (English) Zbl 1079.91049 Insur. Math. Econ. 35, No. 2, 425-443 (2004). MSC: 91B30 PDFBibTeX XMLCite \textit{H. Cossette} et al., Insur. Math. Econ. 35, No. 2, 425--443 (2004; Zbl 1079.91049) Full Text: DOI
Cossette, Hélène; Landriault, David; Marceau, Étienne Ruin probabilities in the compound Markov binomial model. (English) Zbl 1092.91040 Scand. Actuar. J. 2003, No. 4, 301-323 (2003). Reviewer: A. D. Borisenko(Kyïv) MSC: 91B30 60J20 60J10 PDFBibTeX XMLCite \textit{H. Cossette} et al., Scand. Actuar. J. 2003, No. 4, 301--323 (2003; Zbl 1092.91040) Full Text: DOI
Cossette, Hélène; Duchesne, Thierry; Marceau, Étienne Modeling catastrophes and their impact on insurance portfolios. (English) Zbl 1084.62526 N. Am. Actuar. J. 7, No. 4, 1-22 (2003). MSC: 62P05 58K99 PDFBibTeX XMLCite \textit{H. Cossette} et al., N. Am. Actuar. J. 7, No. 4, 1--22 (2003; Zbl 1084.62526) Full Text: DOI
Cossette, Hélène; Luong, Andrew Generalized least squares estimators for covariance parameters for credibility regression models with moving average errors. (English) Zbl 1024.62043 Insur. Math. Econ. 32, No. 2, 281-293 (2003). MSC: 62P05 62H12 62J05 62C12 PDFBibTeX XMLCite \textit{H. Cossette} and \textit{A. Luong}, Insur. Math. Econ. 32, No. 2, 281--293 (2003; Zbl 1024.62043) Full Text: DOI
Cossette, H.; Gaillardetz, P.; Marceau, E. Common mixture in the individual risk model. (English) Zbl 1187.91094 Mitt., Schweiz. Aktuarver. 2002, No. 2, 131-157 (2002). MSC: 91B30 62P05 91G40 PDFBibTeX XMLCite \textit{H. Cossette} et al., Mitt., Schweiz. Aktuarver. 2002, No. 2, 131--157 (2002; Zbl 1187.91094)
Cossette, H.; Denuit, M; Marceau, É. Distributional bounds for functions of dependent risks. (English) Zbl 1187.91093 Mitt., Schweiz. Aktuarver. 2002, No. 1, 45-65 (2002). MSC: 91B30 62P05 60E05 60E15 PDFBibTeX XMLCite \textit{H. Cossette} et al., Mitt., Schweiz. Aktuarver. 2002, No. 1, 45--65 (2002; Zbl 1187.91093)
Cossette, Hélène; Gaillardetz, Patrice; Marceau, Étienne; Rioux, Jacques On two dependent individual risk models. (English) Zbl 1055.91044 Insur. Math. Econ. 30, No. 2, 153-166 (2002). MSC: 91B30 62P05 PDFBibTeX XMLCite \textit{H. Cossette} et al., Insur. Math. Econ. 30, No. 2, 153--166 (2002; Zbl 1055.91044) Full Text: DOI
Cossette, H.; Denuit, Michel; Dhaene, J.; Marceau, É. Stochastic approximations of present value functions. (English. French, German summary) Zbl 1187.91092 Mitt., Schweiz. Aktuarver. 2001, No. 1, 15-28 (2001). MSC: 91B30 62P05 PDFBibTeX XMLCite \textit{H. Cossette} et al., Mitt., Schweiz. Aktuarver. 2001, No. 1, 15--28 (2001; Zbl 1187.91092) Full Text: Link
Cossette, Hélène; Denuit, Michel; Marceau, Etienne Impact of dependence among multiple claims in a single loss. (English) Zbl 1103.91357 Insur. Math. Econ. 26, No. 2-3, 213-222 (2000). MSC: 91B30 PDFBibTeX XMLCite \textit{H. Cossette} et al., Insur. Math. Econ. 26, No. 2--3, 213--222 (2000; Zbl 1103.91357) Full Text: DOI
Cossette, Hélène; Marceau, Etienne The discrete-time risk model with correlated classes of business. (English) Zbl 1103.91358 Insur. Math. Econ. 26, No. 2-3, 133-149 (2000). MSC: 91B30 62P05 PDFBibTeX XMLCite \textit{H. Cossette} and \textit{E. Marceau}, Insur. Math. Econ. 26, No. 2--3, 133--149 (2000; Zbl 1103.91358) Full Text: DOI
De Vylder, F.; Goovaerts, M.; Cossette, H. Classical regression model under zero-excess assumptions. (English) Zbl 0847.62053 J. Comput. Appl. Math. 64, No. 1-2, 189-196 (1995). MSC: 62J05 62J99 62H12 46N30 PDFBibTeX XMLCite \textit{F. De Vylder} et al., J. Comput. Appl. Math. 64, No. 1--2, 189--196 (1995; Zbl 0847.62053) Full Text: DOI
de Vijlder, F.; Cossette, H. Dependent contracts in Bühlmann’s credibility model. (English) Zbl 0810.62093 Mitt., Schweiz. Ver. Versicherungsmath. 1994, No. 2, 127-142 (1994). MSC: 62P05 60C05 PDFBibTeX XMLCite \textit{F. de Vijlder} and \textit{H. Cossette}, Mitt., Schweiz. Ver. Versicherungsmath. 1994, No. 2, 127--142 (1994; Zbl 0810.62093)