Jacques F. Carriere

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Withdrawal Benefits under a Dependent Double Decrement Model ASTIN Bulletin	2009-09-02	Paper
Fitting competing risks with an assumed copula Statistical Methods in Medical Research	2007-11-05	Paper
A bivariate model of claim frequencies and severities Journal of Applied Statistics	2007-09-13	Paper
Long-Term Yield Rates for Actuarial Valuations North American Actuarial Journal	2006-01-13	Paper
A Gaussian Process of Yield Rates Calibrated with Strips North American Actuarial Journal	2006-01-13	Paper
Analysis of Incremental Returns of Canadian Mutual Funds North American Actuarial Journal	2006-01-13	Paper
New Salary Functions for Pension Valuations North American Actuarial Journal	2006-01-13	Paper
Martingale Valuation of Cash Flows for Insurance and Interest Models North American Actuarial Journal	2006-01-06	Paper
Transition probability functions for martingale laws of bond prices. Insurance Mathematics & Economics	2003-11-16	Paper
Nonparametric confidence intervals of instantaneous forward rates Insurance Mathematics & Economics	2001-05-02	Paper
Bivariate Survival Models for Coupled Lives Scandinavian Actuarial Journal	2001-03-01	Paper
Simplifying conditional expectations Applied Mathematics Letters	2001-01-04	Paper
No-arbitrage pricing for life insurance and annuities. Economics Letters	2000-01-12	Paper
Valuation of the early-exercise price for options using simulations and nonparametric regression Insurance Mathematics & Economics	1998-03-17	Paper
Testing independence in bivariate distributions of claim frequencies and severities Insurance Mathematics & Economics	1998-03-17	Paper
Removing Cancer when it is Correlated with other Causes of Death Biometrical Journal	1996-02-13	Paper
A large sample test for one parameter families of copulas Communications in Statistics: Theory and Methods	1995-08-17	Paper
A semi-parametric estimator of a risk distribution Insurance Mathematics & Economics	1994-06-16	Paper
A continuous estimator of a distribution function that reproduces the empirical moments Communications in Statistics: Theory and Methods	1994-01-20	Paper
Nonparametric tests for mixed Poisson distributions Insurance Mathematics & Economics	1993-06-29	Paper
Statistical theory for the ratio model of paired comparisons Journal of Mathematical Psychology	1993-04-01	Paper
Limited expected value comparison tests Statistics & Probability Letters	1993-02-22	Paper

Research outcomes over time

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