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Author ID: mailhot.melina Recent zbMATH articles by "Mailhot, Mélina"
Published as: Mailhot, Mélina
Documents Indexed: 10 Publications since 2011
Co-Authors: 11 Co-Authors with 10 Joint Publications
140 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

9 Publications have been cited 61 times in 49 Documents Cited by Year
TVaR-based capital allocation for multivariate compound distributions with positive continuous claim amounts. Zbl 1235.91086
Cossette, Hélène; Mailhot, Mélina; Marceau, Étienne
27
2012
Vector-valued tail value-at-risk and capital allocation. Zbl 1349.91319
Cossette, Hélène; Mailhot, Mélina; Marceau, Étienne; Mesfioui, Mhamed
9
2016
Multivariate geometric expectiles. Zbl 1398.62302
Herrmann, Klaus; Hofert, Marius; Mailhot, Mélina
8
2018
Bivariate lower and upper orthant value-at-risk. Zbl 1304.91097
Cossette, Hélène; Mailhot, Mélina; Marceau, Étienne; Mesfioui, Mhamed
7
2013
A note on the computation of sharp numerical bounds for the distribution of the sum, product or ratio of dependent risks. Zbl 1292.62077
Cossette, Hélène; Côté, Marie-Pier; Mailhot, Mélina; Marceau, Etienne
4
2014
Multivariate geometric tail- and range-value-at-risk. Zbl 1431.91441
Herrmann, Klaus; Hofert, Marius; Mailhot, Mélina
3
2020
Asymptotic power of tests of normality under local alternatives. Zbl 1213.62078
Quessy, Jean-François; Mailhot, Mélina
1
2011
Semi-parametric estimation of multivariate extreme expectiles. Zbl 1467.62084
Beck, Nicholas; Di Bernardino, Elena; Mailhot, Mélina
1
2021
A consistent estimator to the orthant-based tail value-at-risk. Zbl 1409.62206
Beck, Nicholas; Mailhot, Mélina
1
2018
Semi-parametric estimation of multivariate extreme expectiles. Zbl 1467.62084
Beck, Nicholas; Di Bernardino, Elena; Mailhot, Mélina
1
2021
Multivariate geometric tail- and range-value-at-risk. Zbl 1431.91441
Herrmann, Klaus; Hofert, Marius; Mailhot, Mélina
3
2020
Multivariate geometric expectiles. Zbl 1398.62302
Herrmann, Klaus; Hofert, Marius; Mailhot, Mélina
8
2018
A consistent estimator to the orthant-based tail value-at-risk. Zbl 1409.62206
Beck, Nicholas; Mailhot, Mélina
1
2018
Vector-valued tail value-at-risk and capital allocation. Zbl 1349.91319
Cossette, Hélène; Mailhot, Mélina; Marceau, Étienne; Mesfioui, Mhamed
9
2016
A note on the computation of sharp numerical bounds for the distribution of the sum, product or ratio of dependent risks. Zbl 1292.62077
Cossette, Hélène; Côté, Marie-Pier; Mailhot, Mélina; Marceau, Etienne
4
2014
Bivariate lower and upper orthant value-at-risk. Zbl 1304.91097
Cossette, Hélène; Mailhot, Mélina; Marceau, Étienne; Mesfioui, Mhamed
7
2013
TVaR-based capital allocation for multivariate compound distributions with positive continuous claim amounts. Zbl 1235.91086
Cossette, Hélène; Mailhot, Mélina; Marceau, Étienne
27
2012
Asymptotic power of tests of normality under local alternatives. Zbl 1213.62078
Quessy, Jean-François; Mailhot, Mélina
1
2011
all top 5

Cited by 95 Authors

6 Cossette, Hélène
6 Marceau, Étienne
5 Mailhot, Mélina
4 Maume-Deschamps, Véronique
3 Ratovomirija, Gildas
2 Beck, Nicholas
2 Cai, Jun
2 Cuberos, A.
2 Guillen, Montserrat
2 Herrmann, Klaus
2 Hofert, Marius
2 Hu, Xiang
2 Kim, Joseph Hyun Tae
2 Lin, X. Sheldon
2 Mao, Tiantian
2 Masiello, Esterina
2 Ren, Jiandong
2 Rullière, Didier
2 Said, Khalil
2 Santolino, Miguel
2 Su, Jianxi
2 Woo, Jae-Kyung
2 Zitikis, Ričardas
1 Adam, Cécile
1 Antonio, Katrien
1 Arbel, Julyan
1 Belles-Sampera, Jaume
1 Blier-Wong, Christopher
1 Boonen, Tim J.
1 Boucher, Jean-Philippe
1 Brahim, Brahimi
1 Cascos, Ignacio
1 Chaoubi, Ihsan
1 Cheng, Jianhua
1 Cheung, Eric C. K.
1 Chu, Jeffrey
1 Claeskens, Gerda
1 Côté, Marie-Pier
1 Denuit, Michel M.
1 Di Bernardino, Elena
1 Djabrane, Yahia
1 Fatah, Benatia
1 Furman, Edward
1 Gadoury, Simon-Pierre
1 Gaillardetz, Patrice
1 Garcin, Matthieu
1 Gijbels, Irène
1 Girard, Stéphane
1 Godin, Frédéric
1 Gribkova, Nadezhda Viktorovna
1 Guan, Guohui
1 Guégan, Dominique
1 Gui, Wenyong
1 Hamel, Emmanuel
1 Hashorva, Enkelejd
1 Hassani, Bertrand K.
1 Henze, Norbert
1 Hon-Man Ng, Edwin
1 Hu, Yijun
1 Huang, Rongtan
1 Jang, Jiwook
1 Jessup, Sébastien
1 Jia, Huameng
1 Jiang, Wenjun
1 Jiang, Xiao
1 Kang, Yao
1 Kim, Soyeun
1 Koch, Stefan
1 Konen, Dimitri
1 Mesfioui, Mhamed
1 Mohammed, Nawaf Jaber
1 Moutanabbir, Khouzeima
1 Nadarajah, Saralees
1 Nguyen, Hien Duy
1 Nguyen, Quang Huy
1 Ochoa, Maicol A.
1 Paindaveine, Davy
1 Peralta, Oscar
1 Perreault, Samuel
1 Pigeon, Mathieu
1 Pyun, Chaehyun
1 Robert, Christian-Yann
1 Shushi, Tomer
1 Sordo, Miguel Ángel
1 Tamraz, Maissa
1 Usseglio-Carleve, Antoine
1 Verbelen, Roel
1 Vernic, Raluca
1 Wang, Dehui
1 Wang, Ying
1 Wei, Linhai
1 Willmot, Gordon E.
1 Yao, Jing
1 Yin, Cuihong
1 Zhang, Lianzeng

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