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Boudreault, Mathieu

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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
128 Co-Co-Authors

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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 1145.91030
Boudreault, 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 1392.62260
Augustyniak, Maciej; Boudreault, Mathieu; Morales, Manuel
3
2018
Mitigating interest rate risk in variable annuities: an analysis of hedging effectiveness under model risk. Zbl 1414.91159
Augustyniak, Maciej; Boudreault, Mathieu
2
2017
Risk models with dependence between claim occurrences and severities for Atlantic hurricanes. Zbl 1291.91095
Boudreault, Mathieu; Cossette, Hélène; Marceau, Étienne
1
2014
Maximum likelihood estimation of the Markov-switching GARCH model based on a general collapsing procedure. Zbl 1392.62260
Augustyniak, Maciej; Boudreault, Mathieu; Morales, Manuel
3
2018
Mitigating interest rate risk in variable annuities: an analysis of hedging effectiveness under model risk. Zbl 1414.91159
Augustyniak, Maciej; Boudreault, Mathieu
2
2017
Risk models with dependence between claim occurrences and severities for Atlantic hurricanes. Zbl 1291.91095
Boudreault, Mathieu; Cossette, Hélène; Marceau, Étienne
1
2014
On a risk model with dependence between interclaim arrivals and claim sizes. Zbl 1145.91030
Boudreault, Mathieu; Cossette, Hélène; Landriault, David; Marceau, Etienne
90
2006
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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

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