Hélène Cossette

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Person:320281

Available identifiers

zbMath Open cossette.heleneWikidataQ73670082 ScholiaQ73670082MaRDI QIDQ320281

List of research outcomes

PublicationDate of PublicationType
A new method to construct high-dimensional copulas with Bernoulli and Coxian-2 distributions2024-03-25Paper
Individual claims reserving using activation patterns2024-02-21Paper
Exchangeable FGM copulas2024-02-20Paper
Risk aggregation with FGM copulas2023-07-18Paper
Stochastic representation of FGM copulas using multivariate Bernoulli random variables2022-05-30Paper
GEOGRAPHIC RATEMAKING WITH SPATIAL EMBEDDINGS2022-04-04Paper
Pension Plan Valuation and Mortality Projection2022-01-10Paper
Hierarchical copulas with Archimedean blocks and asymmetric between-block pairs2021-05-06Paper
On sums of two counter-monotonic risks2020-08-03Paper
Ruin-based risk measures in discrete-time risk models2020-08-03Paper
Tail approximations for sums of dependent regularly varying random variables under Archimedean copula models2019-12-19Paper
Composite likelihood estimation method for hierarchical Archimedean copulas defined with multivariate compound distributions2019-07-02Paper
Collective risk models with dependence2019-06-17Paper
Sarmanov Family of Bivariate Distributions for Multivariate Loss Reserving Analysis2019-05-28Paper
MODELING DEPENDENCE BETWEEN LOSS TRIANGLES WITH HIERARCHICAL ARCHIMEDEAN COPULAS2018-06-04Paper
Dependent risk models with Archimedean copulas: a computational strategy based on common mixtures and applications2018-02-15Paper
Hierarchical Archimedean copulas through multivariate compound distributions2017-09-19Paper
Hierarchical Archimedean copulas through multivariate compound distributions2017-09-01Paper
Vector-valued tail value-at-risk and capital allocation2016-11-11Paper
Sarmanov family of multivariate distributions for bivariate dynamic claim counts model2016-10-06Paper
https://portal.mardi4nfdi.de/entity/Q28013582016-04-07Paper
On two families of bivariate distributions with exponential marginals: aggregation and capital allocation2015-09-14Paper
Erratum to: ``Risk models with dependence between claim occurrences and severities for Atlantic hurricanes2015-05-26Paper
A note on compound renewal risk models with dependence2015-05-22Paper
Dynamic Risk Measures within Discrete-Time Risk Models2015-05-22Paper
Bivariate lower and upper orthant value-at-risk2015-01-22Paper
A note on the computation of sharp numerical bounds for the distribution of the sum, product or ratio of dependent risks2014-07-24Paper
Risk models with dependence between claim occurrences and severities for Atlantic hurricanes2014-06-23Paper
Analysis of the discounted sum of ascending ladder heights2014-04-14Paper
Multivariate distribution defined with Farlie-Gumbel-Morgenstern copula and mixed Erlang marginals: aggregation and capital allocation2014-04-04Paper
Adjustment coefficient for risk processes in some dependent contexts2012-06-20Paper
TVaR-based capital allocation for multivariate compound distributions with positive continuous claim amounts2012-04-18Paper
TVaR-based capital allocation with copulas2012-02-10Paper
Constant dividend barrier in a risk model with a generalized Farlie-Gumbel-Morgenstern copula2012-01-26Paper
Analysis of ruin measures for the classical compound Poisson risk model with dependence2011-11-26Paper
Risk models based on time series for count random variables2011-08-01Paper
https://portal.mardi4nfdi.de/entity/Q30082622011-06-15Paper
Discrete-Time Risk Models Based on Time Series for Count Random Variables2010-06-21Paper
Exact expressions and upper bound for ruin probabilities in the compound Markov binomial model2010-06-20Paper
https://portal.mardi4nfdi.de/entity/Q35626452010-05-27Paper
https://portal.mardi4nfdi.de/entity/Q35626582010-05-27Paper
https://portal.mardi4nfdi.de/entity/Q35626602010-05-27Paper
On the compound Poisson risk model with dependence based on a generalized Farlie-Gumbel-Morgenstern copula2009-01-16Paper
On a risk model with dependence between interclaim arrivals and claim sizes2007-05-29Paper
Obituary of Professor Etienne de Vylder (1937-2004)2006-10-04Paper
Ruin probabilities in the discrete time renewal risk model2006-06-09Paper
Ruin Probabilities in the Compound Markov Binomial Model2006-05-24Paper
Modeling Catastrophes and their Impact on Insurance Portfolios2006-01-05Paper
Compound binomial risk model in a Markovian environment2005-01-13Paper
On two dependent individual risk models.2003-11-16Paper
Generalized least squares estimators for covariance parameters for credibility regression models with moving average errors2003-11-16Paper
The discrete-time risk model with correlated classes of business2000-01-01Paper
Impact of dependence among multiple claims in a single loss2000-01-01Paper
Classical regression model under zero-excess assumptions1996-07-15Paper
https://portal.mardi4nfdi.de/entity/Q43206891995-04-06Paper

Research outcomes over time


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