Edit Profile (opens in new tab) Mailhot, Mélina Co-Author Distance Author ID: mailhot.melina Published as: Mailhot, Mélina Documents Indexed: 10 Publications since 2011 Co-Authors: 11 Co-Authors with 10 Joint Publications 140 Co-Co-Authors all top 5 Co-Authors 0 single-authored 4 Cossette, Hélène 4 Marceau, Étienne 2 Beck, Nicholas 2 Herrmann, Klaus 2 Hofert, Marius 2 Mesfioui, Mhamed 1 Araiza Iturria, Carlos Andrés 1 Côté, Marie-Pier 1 Di Bernardino, Elena 1 Godin, Frédéric 1 Quessy, Jean-François all top 5 Serials 2 Journal of Multivariate Analysis 2 European Actuarial Journal 1 Journal of Statistical Planning and Inference 1 Insurance Mathematics & Economics 1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 1 Methodology and Computing in Applied Probability 1 Scandinavian Actuarial Journal 1 ASTIN Bulletin Fields 9 Statistics (62-XX) 8 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1 Probability theory and stochastic processes (60-XX) 1 Numerical analysis (65-XX) 1 Operations research, mathematical programming (90-XX) Publications by Year all cited Publications top 5 cited Publications 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 cited Publications top 5 cited Publications 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 all top 5 Cited in 20 Serials 14 Insurance Mathematics & Economics 7 ASTIN Bulletin 3 Methodology and Computing in Applied Probability 3 Scandinavian Actuarial Journal 3 North American Actuarial Journal 2 Journal of Multivariate Analysis 2 Communications in Statistics. Theory and Methods 2 Dependence Modeling 1 Journal of Computational and Applied Mathematics 1 Journal of Statistical Planning and Inference 1 Statistical Papers 1 Lifetime Data Analysis 1 Bernoulli 1 Arab Journal of Mathematical Sciences 1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 1 Probability in the Engineering and Informational Sciences 1 REVSTAT 1 Journal of Industrial and Management Optimization 1 European Actuarial Journal 1 Statistics & Risk Modeling Cited in 5 Fields 37 Statistics (62-XX) 37 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 9 Probability theory and stochastic processes (60-XX) 1 Numerical analysis (65-XX) 1 Operations research, mathematical programming (90-XX) Citations by Year