Mathieu Boudreault

Available identifiers

Publication	Date of Publication	Type
A data science approach to climate change risk assessment applied to pluvial flood occurrences for the United States and Canada	2025-01-22	Paper
Likelihood Evaluation of Jump-Diffusion Models Using Deterministic Nonlinear Filters	2022-03-29	Paper
Pricing Flood Insurance with a Hierarchical Physics-Based Model	2020-12-11	Paper
Mitigating Interest Rate Risk in Variable Annuities: An Analysis of Hedging Effectiveness under Model Risk	2019-05-28	Paper
Actuarial Finance	2019-04-23	Paper
Maximum likelihood estimation of first-passage structural credit risk models correcting for the survivorship bias	2019-03-27	Paper
Estimation of correlations in portfolio credit risk models based on noisy security prices	2018-08-13	Paper
Maximum likelihood estimation of the Markov-switching GARCH model based on a general collapsing procedure	2018-03-01	Paper
Erratum to: ``Risk models with dependence between claim occurrences and severities for Atlantic hurricanes	2015-05-26	Paper
Risk models with dependence between claim occurrences and severities for Atlantic hurricanes	2014-06-23	Paper
On a risk model with dependence between interclaim arrivals and claim sizes	2007-05-29	Paper

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