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
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; 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 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
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
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; 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, 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; 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; 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, 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; 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; 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, 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, 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