Edit Profile (opens in new tab) Boudreault, Mathieu Co-Author Distance 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 142 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 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 cited Publications top 5 cited Publications 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 all top 5 Cited in 10 Fields 97 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 67 Probability theory and stochastic processes (60-XX) 52 Statistics (62-XX) 4 Integral equations (45-XX) 1 Partial differential equations (35-XX) 1 Integral transforms, operational calculus (44-XX) 1 Numerical analysis (65-XX) 1 Computer science (68-XX) 1 Geophysics (86-XX) 1 Operations research, mathematical programming (90-XX) Citations by Year