Mélina Mailhot

Available identifiers

zbMath Open mailhot.melinaMaRDI QIDQ340109

List of research outcomes

Publication	Date of Publication	Type
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

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Mélina Mailhot