The following pages link to Étienne Marceau (Q230662):
Displaying 50 items.
- Hierarchical Archimedean copulas through multivariate compound distributions (Q147461) (← links)
- (Q340110) (redirect page) (← links)
- Vector-valued tail value-at-risk and capital allocation (Q340111) (← links)
- (Q429975) (redirect page) (← links)
- Adjustment coefficient for risk processes in some dependent contexts (Q429976) (← links)
- (Q487567) (redirect page) (← links)
- Bivariate lower and upper orthant value-at-risk (Q487568) (← links)
- On two families of bivariate distributions with exponential marginals: aggregation and capital allocation (Q495473) (← links)
- (Q589143) (redirect page) (← links)
- TVaR-based capital allocation with copulas (Q659153) (← links)
- Constant dividend barrier in a risk model with a generalized Farlie-Gumbel-Morgenstern copula (Q660168) (← links)
- Compound binomial risk model in a Markovian environment (Q704419) (← links)
- On sums of two counter-monotonic risks (Q784393) (← links)
- Ruin-based risk measures in discrete-time risk models (Q784443) (← links)
- Hierarchical copulas with Archimedean blocks and asymmetric between-block pairs (Q829708) (← links)
- Exact expressions and upper bound for ruin probabilities in the compound Markov binomial model (Q977152) (← links)
- On the discrete-time compound renewal risk model with dependence (Q1017767) (← links)
- (Q1381136) (redirect page) (← links)
- The numerical solution of the Schmitter problems: Theory (Q1381137) (← links)
- The solution of Schmitter's simple problem: Numerical illustration (Q1381158) (← links)
- The bi-atomic uniform minimal solution of Schmitter's problem (Q1381159) (← links)
- On two dependent individual risk models. (Q1413306) (← links)
- Compound Poisson approximations for individual models with dependent risks. (Q1413385) (← links)
- The discrete-time risk model with correlated classes of business (Q1584511) (← links)
- Impact of dependence among multiple claims in a single loss (Q1584517) (← links)
- Upper stop-loss bounds for sums of possibly dependent risks with given means and variances (Q1613038) (← links)
- Dependent risk models with Archimedean copulas: a computational strategy based on common mixtures and applications (Q1697215) (← links)
- Explicit analytic ruin probabilities for bounded claims (Q1902628) (← links)
- Stochastic bounds on sums of dependent risks (Q1962818) (← links)
- On life insurance reserves in a stochastic mortality and interest rates environment (Q1974029) (← links)
- Composite likelihood estimation method for hierarchical Archimedean copulas defined with multivariate compound distributions (Q2001086) (← links)
- Risk models with dependence between claim occurrences and severities for Atlantic hurricanes (Q2015481) (← links)
- Stochastic representation of FGM copulas using multivariate Bernoulli random variables (Q2143027) (← links)
- A note on the computation of sharp numerical bounds for the distribution of the sum, product or ratio of dependent risks (Q2252881) (← links)
- Risk models based on time series for count random variables (Q2276203) (← links)
- Tail approximations for sums of dependent regularly varying random variables under Archimedean copula models (Q2282728) (← links)
- A note on compound renewal risk models with dependence (Q2345669) (← links)
- Erratum to: ``Risk models with dependence between claim occurrences and severities for Atlantic hurricanes'' (Q2347120) (← links)
- Collective risk models with dependence (Q2421408) (← links)
- TVaR-based capital allocation for multivariate compound distributions with positive continuous claim amounts (Q2427830) (← links)
- Multivariate distribution defined with Farlie-Gumbel-Morgenstern copula and mixed Erlang marginals: aggregation and capital allocation (Q2443236) (← links)
- Analysis of the discounted sum of ascending ladder heights (Q2445351) (← links)
- Ruin probabilities in the discrete time renewal risk model (Q2492176) (← links)
- On the compound Poisson risk model with dependence based on a generalized Farlie-Gumbel-Morgenstern copula (Q2518551) (← links)
- (Q2801358) (← links)
- (Q3008262) (← links)
- (Q3092576) (← links)
- Analysis of ruin measures for the classical compound Poisson risk model with dependence (Q3103206) (← links)
- On a risk model with dependence between interclaim arrivals and claim sizes (Q3440853) (← links)
- (Q3562645) (← links)
