Dependent contracts in credibility models and parameter estimation

von Cossette, Hélène
Veröffentlicht 1996

Dependent contracts in credibility models and parameter estimation

von Cossette, Hélène
Veröffentlicht 1996

Feuille de chou : roman

von Cossette, Hélène
Veröffentlicht 2004

On two families of bivariate distributions with exponential marginals : aggregation and capital allocation

von Cossette, Hélène
Veröffentlicht in Insurance / Mathematics & economics (2015)

TVaR-based capital allocation for multivariate compound distributions with positive continuous claim amounts

von Cossette, Hélène
Veröffentlicht in Insurance / Mathematics & economics (2012)

TVaR-based capital allocation with copulas

von Bargès, Mathieu
Veröffentlicht in Insurance / Mathematics & economics (2009)

Collective risk models with dependence

von Cossette, Hélène
Veröffentlicht in Insurance / Mathematics & economics (2019)

Risk models with dependence between claim occurrences and severities for Atlantic hurricanes

von Boudreault, Mathieu
Veröffentlicht in Insurance / Mathematics & economics (2014)

Risk models based on time series for count random variables

von Cossette, Hélène
Veröffentlicht in Insurance / Mathematics & economics (2011)

Sarmanov family of multivariate distributions for bivariate dynamic claim counts model

von Abdallah, Anas
Veröffentlicht in Insurance / Mathematics & economics (2016)

Risk aggregation with FGM copulas

von Blier-Wong, Christopher
Veröffentlicht in Insurance / Mathematics & economics (2023)

Modeling dependence between loss triangles with hierarchical Archimedean copulas

von Abdallah, Anas
Veröffentlicht in International Actuarial Association. Actuarial Studies in Non-Life Insurance Astin bulletin (2015)

Analysis of the discounted sum of ascending ladder heights

Veröffentlicht in Insurance / Mathematics & economics (2012)

Dependent risk models with Archimedean copulas : a computational strategy based on common mixtures and applications

von Cossette, Hélène
Veröffentlicht in Insurance / Mathematics & economics (2018)

Ruin-based risk measures in discrete-time risk models

von Cossette, Hélène
Veröffentlicht in Insurance / Mathematics & economics (2020)

Sarmanov family of bivariate distributions for multivariate loss reserving analysis

von Abdallah, Anas
Veröffentlicht in North American actuarial journal (2016)

Hierarchical Archimedean copulas through multivariate compound distributions

von Cossette, Hélène
Veröffentlicht in Insurance / Mathematics & economics (2017)

Multivariate distribution defined with Farlie-Gumbel-Morgenstern copula and mixed Erlang marginals : aggregation and capital allocation

Veröffentlicht in Insurance / Mathematics & economics (2013)

On sums of two counter-monotonic risks

von Chaoubi, Ihsan
Veröffentlicht in Insurance / Mathematics & economics (2020)

Encoding Neighbor Information into Geographical Embeddings Using Convolutional Neural Networks

von Blier-Wong, Christopher
Veröffentlicht in International FLAIRS Conference (33. : 2020 : North Miami Beach, Fla.) Proceedings of the Thirty-third International Florida Artificial Intelligence Research Society Conference (2020)