Edit Profile (opens in new tab) Boudreault, Mathieu Compute Distance To: Compute Author ID: boudreault.mathieu Published as: Boudreault, Mathieu Documents Indexed: 10 Publications since 2006, including 1 Book Co-Authors: 15 Co-Authors with 10 Joint Publications 128 Co-Co-Authors all top 5 Co-Authors 0 single-authored 3 Cossette, Hélène 3 Marceau, Étienne 2 Augustyniak, Maciej 1 Amaya, Diego 1 Bégin, Jean-François 1 Gauthier, Geneviève 1 Grenier, Patrick 1 Landriault, David 1 McLeish, Donald L. 1 Morales, Manuel 1 Pigeon, Mathieu 1 Potvin, Jean-Mathieu 1 Renaud, Jean-François 1 Thomassin, Tommy 1 Turcotte, Richard all top 5 Serials 2 Insurance Mathematics & Economics 2 Journal of Economic Dynamics & Control 2 North American Actuarial Journal 1 Methodology and Computing in Applied Probability 1 Scandinavian Actuarial Journal 1 Journal of Computational and Graphical Statistics Fields 8 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 5 Statistics (62-XX) 3 Geophysics (86-XX) 2 Probability theory and stochastic processes (60-XX) 2 Numerical analysis (65-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 4 Publications have been cited 96 times in 96 Documents Cited by ▼ Year ▼ On a risk model with dependence between interclaim arrivals and claim sizes. Zbl 1145.91030Boudreault, Mathieu; Cossette, Hélène; Landriault, David; Marceau, Etienne 90 2006 Maximum likelihood estimation of the Markov-switching GARCH model based on a general collapsing procedure. Zbl 1392.62260Augustyniak, Maciej; Boudreault, Mathieu; Morales, Manuel 3 2018 Mitigating interest rate risk in variable annuities: an analysis of hedging effectiveness under model risk. Zbl 1414.91159Augustyniak, Maciej; Boudreault, Mathieu 2 2017 Risk models with dependence between claim occurrences and severities for Atlantic hurricanes. Zbl 1291.91095Boudreault, Mathieu; Cossette, Hélène; Marceau, Étienne 1 2014 Maximum likelihood estimation of the Markov-switching GARCH model based on a general collapsing procedure. Zbl 1392.62260Augustyniak, Maciej; Boudreault, Mathieu; Morales, Manuel 3 2018 Mitigating interest rate risk in variable annuities: an analysis of hedging effectiveness under model risk. Zbl 1414.91159Augustyniak, Maciej; Boudreault, Mathieu 2 2017 Risk models with dependence between claim occurrences and severities for Atlantic hurricanes. Zbl 1291.91095Boudreault, Mathieu; Cossette, Hélène; Marceau, Étienne 1 2014 On a risk model with dependence between interclaim arrivals and claim sizes. Zbl 1145.91030Boudreault, Mathieu; Cossette, Hélène; Landriault, David; Marceau, Etienne 90 2006 all cited Publications top 5 cited Publications all top 5 Cited by 148 Authors 8 Cheung, Eric C. K. 8 Woo, Jae-Kyung 6 Landriault, David 6 Yang, Hu 5 Cossette, Hélène 5 Marceau, Étienne 5 Zhang, Zhimin 4 Ahn, Jae Youn 4 Loisel, Stéphane 4 Willmot, Gordon E. 4 Xie, Jiehua 4 Zou, Wei 3 Badescu, Andrei L. 3 Biard, Romain 3 Oh, Rosy 2 Albrecher, Hansjörg 2 Asimit, Alexandru V. 2 Asmussen, Søren 2 Bi, Xiuchun 2 Boxma, Onno Johan 2 Cavicchioli, Maddalena 2 Chen, Yiqing 2 Dutang, Christophe 2 Gao, Jianwei 2 Hao, Yuan-Yuan 2 Kaishev, Vladimir K. 2 Kortschak, Dominik 2 Lee, Woojoo 2 Lefèvre, Claude 2 Li, Jinzhu 2 Marri, Fouad 2 Ragulina, Olena 2 Sendova, Kristina P. 2 Yuen, Kam Chuen 2 Zhang, Shuguang 1 Ambagaspitiya, Rohana S. 1 Augustyniak, Maciej 1 Avanzi, Benjamin 1 Avram, Florin 1 Badila, E. S. 1 Bai, Xiaodong 1 Bao, Zhenhua 1 Bargès, Mathieu 1 Bazyari, Abouzar 1 Billio, Monica 1 Bladt, Mogens 1 Boudreault, Mathieu 1 Cai, Jun 1 Carbonneau, Alexandre 1 Chadjiconstantinidis, Stathis 1 Chen, Gemai 1 Cheng, Dongya 1 Constantinescu, Corina D. 1 Dibu, A. S. 1 Dimitrova, Dimitrina S. 1 Gallo, Giampiero M. 1 Gao, Qingwu 1 Godin, Frédéric 1 Gómez-Déniz, Emilio 1 Gong, Lan 1 Hamel, Emmanuel 1 Heilpern, Stanisław 1 Hillairet, Caroline 1 Hu, Xiang 1 Ignatov, Zvetan G. 1 Ivanovs, Jevgeņijs 1 Jacob, M. J. 1 Jiang, Wuyuan 1 Jiao, Ying 1 Jones, Bruce L. 1 Jordá, Vanesa 1 Lacava, Demetrio 1 Larrivée-Hardy, Etienne 1 Lee, Wing Yan 1 Lee, Youngju 1 Li, Rong 1 Li, Shu 1 Li, Zhong 1 Liu, Donghai 1 Liu, He 1 Liu, Zaiming 1 Loukissas, Fotios 1 Lu, Dawei 1 Maume-Deschamps, Véronique 1 Meng, Hui 1 Mihálykó, Csaba 1 Mills, Ebenezer Fiifi Emire Atta 1 Mtalai, Itre 1 Nichil, Geoffrey 1 Nielsen, Bo Friis 1 Oflaz, Zarina Nukeshtayeva 1 Orbán-Mihálykó, Éva 1 Otranto, Edoardo 1 Palmowski, Zbigniew 1 Papaioannou, Apostolos D. 1 Park, Sojung Carol 1 Peng, Dan 1 Peng, Jiangyan 1 Peralta, Oscar 1 Prieto, Faustino ...and 48 more Authors all top 5 Cited in 35 Serials 24 Insurance Mathematics & Economics 14 Scandinavian Actuarial Journal 6 Journal of Computational and Applied Mathematics 5 Statistics & Probability Letters 4 Communications in Statistics. Theory and Methods 3 Acta Mathematicae Applicatae Sinica. English Series 3 Journal of Inequalities and Applications 3 Methodology and Computing in Applied Probability 2 Journal of Applied Probability 2 ASTIN Bulletin 2 Journal of the Korean Statistical Society 2 European Actuarial Journal 2 Modern Stochastics. Theory and Applications 1 Advances in Applied Probability 1 Journal of Mathematical Analysis and Applications 1 Applied Mathematics and Computation 1 Siberian Mathematical Journal 1 International Journal of Approximate Reasoning 1 Japan Journal of Industrial and Applied Mathematics 1 Computational Statistics 1 Indagationes Mathematicae. New Series 1 Applied Mathematics. Series B (English Edition) 1 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings 1 Abstract and Applied Analysis 1 Applied Stochastic Models in Business and Industry 1 Stochastic Models 1 North American Actuarial Journal 1 Journal of Industrial and Management Optimization 1 Stochastics 1 Journal of Statistical Theory and Practice 1 Arabian Journal of Mathematics 1 ISRN Probability and Statistics 1 Cogent Mathematics 1 Probability, Uncertainty and Quantitative Risk 1 Results in Applied Mathematics all top 5 Cited in 11 Fields 84 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 60 Probability theory and stochastic processes (60-XX) 45 Statistics (62-XX) 3 Integral equations (45-XX) 2 Numerical analysis (65-XX) 2 Computer science (68-XX) 1 General and overarching topics; collections (00-XX) 1 Partial differential equations (35-XX) 1 Integral transforms, operational calculus (44-XX) 1 Geophysics (86-XX) 1 Operations research, mathematical programming (90-XX) Citations by Year