Mathieu Boudreault

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
A data science approach to climate change risk assessment applied to pluvial flood occurrences for the United States and Canada ASTIN Bulletin	2025-01-22	Paper
Likelihood Evaluation of Jump-Diffusion Models Using Deterministic Nonlinear Filters Journal of Computational and Graphical Statistics	2022-03-29	Paper
Pricing flood insurance with a hierarchical physics-based model North American Actuarial Journal	2020-12-11	Paper
Mitigating interest rate risk in variable annuities: an analysis of hedging effectiveness under model risk North American Actuarial Journal	2019-05-28	Paper
Actuarial finance. Derivatives, quantitative models and risk management	2019-04-23	Paper
Maximum likelihood estimation of first-passage structural credit risk models correcting for the survivorship bias Journal of Economic Dynamics and Control	2019-03-27	Paper
Estimation of correlations in portfolio credit risk models based on noisy security prices Journal of Economic Dynamics and Control	2018-08-13	Paper
Maximum likelihood estimation of the Markov-switching GARCH model based on a general collapsing procedure Methodology and Computing in Applied Probability	2018-03-01	Paper
Erratum to: ``Risk models with dependence between claim occurrences and severities for Atlantic hurricanes Insurance Mathematics & Economics	2015-05-26	Paper
Risk models with dependence between claim occurrences and severities for Atlantic hurricanes Insurance Mathematics & Economics	2014-06-23	Paper
On a risk model with dependence between interclaim arrivals and claim sizes Scandinavian Actuarial Journal	2007-05-29	Paper

Research outcomes over time

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