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
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
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; 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
Genest, Christian; Marceau, Étienne; Mesfioui, Mhamed Compound Poisson approximations for individual models with dependent risks. (English) Zbl 1055.91050 Insur. Math. Econ. 32, No. 1, 73-91 (2003). MSC: 91B30 60G35 PDFBibTeX XMLCite \textit{C. Genest} et al., Insur. Math. Econ. 32, No. 1, 73--91 (2003; Zbl 1055.91050) Full Text: DOI
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
Denuit, Michel; Genest, Christian; Marceau, Étienne Criteria for the stochastic ordering of random sums, with actuarial applications. (English) Zbl 1003.60022 Scand. Actuar. J. 2002, No. 1, 3-16 (2002). Reviewer: A.D.Borisenko (Kyïv) MSC: 60E15 91B30 PDFBibTeX XMLCite \textit{M. Denuit} et al., Scand. Actuar. J. 2002, No. 1, 3--16 (2002; Zbl 1003.60022) Full Text: DOI
Genest, Christian; Marceau, Étienne; Mesfioui, Mhamed Upper stop-loss bounds for sums of possibly dependent risks with given means and variances. (English) Zbl 1007.91028 Stat. Probab. Lett. 57, No. 1, 33-41 (2002). Reviewer: Gheorghe Stoica (Saint John) MSC: 91B30 PDFBibTeX XMLCite \textit{C. Genest} et al., Stat. Probab. Lett. 57, No. 1, 33--41 (2002; Zbl 1007.91028) Full Text: DOI
Denuit, M.; Genest, C.; Marceau, É. Stochastic bounds on sums of dependent risks. (English) Zbl 1028.91553 Insur. Math. Econ. 25, No. 1, 85-104 (1999). MSC: 91B30 62P05 PDFBibTeX XMLCite \textit{M. Denuit} et al., Insur. Math. Econ. 25, No. 1, 85--104 (1999; Zbl 1028.91553) Full Text: DOI