Mélina Mailhot

Available identifiers

Publication	Date of Publication	Type
Predicting extreme surges from sparse data using a copula-based hierarchical Bayesian spatial model	2024-10-28	Paper
Smooth copula-based generalized extreme value model and spatial interpolation for extreme rainfall in Central Eastern Canada	2024-10-28	Paper
Tweedie double GLM loss triangles with dependence within and across business lines	2022-01-14	Paper
Semi-parametric estimation of multivariate extreme expectiles	2021-06-22	Paper
MULTIVARIATE GEOMETRIC TAIL- AND RANGE-VALUE-AT-RISK	2020-02-03	Paper
A consistent estimator to the orthant-based tail value-at-risk	2019-01-28	Paper
Multivariate geometric expectiles	2018-08-31	Paper
Vector-valued tail value-at-risk and capital allocation	2016-11-11	Paper
Bivariate lower and upper orthant value-at-risk	2015-01-22	Paper
A note on the computation of sharp numerical bounds for the distribution of the sum, product or ratio of dependent risks	2014-07-24	Paper
TVaR-based capital allocation for multivariate compound distributions with positive continuous claim amounts	2012-04-18	Paper
Asymptotic power of tests of normality under local alternatives	2011-05-23	Paper

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