×

Boudreault, Mathieu

Author ID: boudreault.mathieu Recent zbMATH articles by "Boudreault, Mathieu"
Published as: Boudreault, Mathieu
Documents Indexed: 10 Publications since 2006, including 1 Book
Co-Authors: 15 Co-Authors with 10 Joint Publications
142 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

5 Publications have been cited 108 times in 108 Documents Cited by Year
On a risk model with dependence between interclaim arrivals and claim sizes. Zbl 1145.91030
Boudreault, Mathieu; Cossette, Hélène; Landriault, David; Marceau, Etienne
97
2006
Maximum likelihood estimation of the Markov-switching GARCH model based on a general collapsing procedure. Zbl 1392.62260
Augustyniak, Maciej; Boudreault, Mathieu; Morales, Manuel
5
2018
Mitigating interest rate risk in variable annuities: an analysis of hedging effectiveness under model risk. Zbl 1414.91159
Augustyniak, Maciej; Boudreault, Mathieu
3
2017
Risk models with dependence between claim occurrences and severities for Atlantic hurricanes. Zbl 1291.91095
Boudreault, Mathieu; Cossette, Hélène; Marceau, Étienne
2
2014
Likelihood evaluation of jump-diffusion models using deterministic nonlinear filters. Zbl 07499869
Bégin, Jean-François; Boudreault, Mathieu
1
2021
Likelihood evaluation of jump-diffusion models using deterministic nonlinear filters. Zbl 07499869
Bégin, Jean-François; Boudreault, Mathieu
1
2021
Maximum likelihood estimation of the Markov-switching GARCH model based on a general collapsing procedure. Zbl 1392.62260
Augustyniak, Maciej; Boudreault, Mathieu; Morales, Manuel
5
2018
Mitigating interest rate risk in variable annuities: an analysis of hedging effectiveness under model risk. Zbl 1414.91159
Augustyniak, Maciej; Boudreault, Mathieu
3
2017
Risk models with dependence between claim occurrences and severities for Atlantic hurricanes. Zbl 1291.91095
Boudreault, Mathieu; Cossette, Hélène; Marceau, Étienne
2
2014
On a risk model with dependence between interclaim arrivals and claim sizes. Zbl 1145.91030
Boudreault, Mathieu; Cossette, Hélène; Landriault, David; Marceau, Etienne
97
2006
all top 5

Cited by 177 Authors

8 Woo, Jae-Kyung
6 Ahn, Jae Youn
6 Cheung, Eric C. K.
6 Landriault, David
6 Yang, Hu
5 Cossette, Hélène
5 Marceau, Étienne
5 Zhang, Zhimin
4 Loisel, Stéphane
4 Oh, Rosy
4 Willmot, Gordon E.
4 Xie, Jiehua
4 Zou, Wei
3 Badescu, Andrei L.
3 Biard, Romain
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 Godin, Frédéric
2 Hao, Yuan-Yuan
2 Kaishev, Vladimir K.
2 Kortschak, Dominik
2 Lee, Woojoo
2 Lefèvre, Claude
2 Li, Jinzhu
2 Marri, Fouad
2 Peng, Jiangyan
2 Ragulina, Olena
2 Sendova, Kristina P.
2 Wang, Dingcheng
2 Yuen, Kam Chuen
2 Zhang, Shuguang
1 Adékambi, Franck
1 Aliat, Billel
1 Ambagaspitiya, Rohana S.
1 Augustyniak, Maciej
1 Avanzi, Benjamin
1 Avilés-Ochoa, Ezequiel
1 Avram, Florin
1 Badila, E. S.
1 Bai, Xiaodong
1 Bao, Zhenhua
1 Bargès, Mathieu
1 Bazyari, Abouzar
1 Bégin, Jean-François
1 Bere, Frederic
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 Feng, Runhuan
1 Flores-Sosa, Martha
1 Gallo, Giampiero M.
1 Gan, Guojun
1 Gao, Qingwu
1 Gómez-Déniz, Emilio
1 Gong, Lan
1 Hamdi, Fayçal
1 Hamel, Emmanuel
1 He, Yue
1 Heilpern, Stanisław
1 Hillairet, Caroline
1 Hu, Xiang
1 Ignatov, Zvetan G.
1 Ishizaka, Motokazu
1 Ivanovs, Jevgeņijs
1 Jacob, M. J.
1 Jeong, Himchan
1 Jiang, Wuyuan
1 Jiao, Ying
1 Jones, Bruce L.
1 Jordá, Vanesa
1 Kafando, Delwendé Abdoul-Kabir
1 Kawai, Reiichiro
1 Kim, Joseph Hyun Tae
1 Konané, Victorien
1 Lacava, Demetrio
1 Larrivée-Hardy, Etienne
1 Lee, Wing Yan
1 Lee, Youngju
1 Li, Rong
1 Li, Shu
1 Li, Yuelei
1 Li, Zhong
1 Liu, Donghai
1 Liu, He
1 Liu, Peng
...and 77 more Authors
all top 5

Cited in 41 Serials

25 Insurance Mathematics & Economics
16 Scandinavian Actuarial Journal
6 Journal of Computational and Applied Mathematics
5 Statistics & Probability Letters
4 Communications in Statistics. Theory and Methods
4 Methodology and Computing in Applied Probability
3 Journal of Applied Probability
3 Acta Mathematicae Applicatae Sinica. English Series
3 Journal of Inequalities and Applications
2 ASTIN Bulletin
2 Stochastics
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 Information Sciences
1 Kybernetika
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 Far East Journal of Theoretical Statistics
1 Probability in the Engineering and Informational Sciences
1 Applied Stochastic Models in Business and Industry
1 Quantitative Finance
1 Stochastic Models
1 North American Actuarial Journal
1 Journal of Industrial and Management Optimization
1 Journal of Statistical Theory and Practice
1 Arabian Journal of Mathematics
1 ISRN Probability and Statistics
1 Cogent Mathematics
1 AIMS Mathematics
1 Probability, Uncertainty and Quantitative Risk
1 Results in Applied Mathematics

Citations by Year