← All authors Hélène Cossette Université Laval (from arXiv:2201.13267, 2022) · ORCID · OpenAlex
52 papers in scope · 52 published · 1 on the econ.EM arXiv · 1,364 citations · h-index 20 (over the papers listed here)
Papers (1 of 52)
On a risk model with tree-structured Poisson Markov random field frequency, with application to rainfall events
published 2026 · Astin Bulletin · first circulated 2024
with Benjamin Côté, Alexandre Dubeau, Etienne Marceau, B. M. Cote, Étienne Marceau
Parametric estimation of conditional archimedean copula generators for censored data
published 2025 · Computational Statistics & Data Analysis · first circulated 2024
with Marie Michaelides, Mathieu Pigeon
Generalized FGM dependence: geometrical representation and convex bounds on sums
published 2025 · Statistical Papers · 1 citations · first circulated 2024
with Étienne Marceau, Alessandro Mutti, Patrizia Semeraro
Simulations of Bivariate Archimedean Copulas from Their Nonparametric Generators for Loss Reserving under Flexible Censoring
published 2025 · North American Actuarial Journal · 1 citations
with Marie Michaelides, Mathieu Pigeon
Efficient evaluation of risk allocations
published 2025 · Insurance Mathematics and Economics · 3 citations · first circulated 2022
with Christopher Blier-Wong, Étienne Marceau
Tree-structured Markov random fields with Poisson marginal distributions
published 2025 · Journal of Multivariate Analysis · 3 citations · first circulated 2024
with B. M. Cote, Étienne Marceau
Collective risk models with FGM dependence
published 2024 · Scandinavian Actuarial Journal · 5 citations · first circulated 2022
with Christopher Blier-Wong, Étienne Marceau
A new method to construct high-dimensional copulas with Bernoulli and Coxian-2 distributions
published 2023 · Journal of Multivariate Analysis · 3 citations · first circulated 2022
with Christopher Blier-Wong, Sébastien Legros, Étienne Marceau
Exchangeable FGM copulas
published 2023 · Advances in Applied Probability · 9 citations · first circulated 2022
with Christopher Blier-Wong, Étienne Marceau
Individual claims reserving using activation patterns
published 2023 · European Actuarial Journal · 4 citations · first circulated 2022
with Marie Michaelides, Mathieu Pigeon
Risk aggregation with FGM copulas
published 2023 · Insurance Mathematics and Economics · 14 citations · first circulated 2022
with Christopher Blier-Wong, Étienne Marceau
published 2023 · Applied Stochastic Models in Business and Industry · 7 citations · first circulated 2022
Stochastic representation of FGM copulas using multivariate Bernoulli random variables
published 2022 · Computational Statistics & Data Analysis · 13 citations
with Christopher Blier-Wong, Étienne Marceau
GEOGRAPHIC RATEMAKING WITH SPATIAL EMBEDDINGS
published 2021 · Astin Bulletin
with Christopher Blier-Wong, Luc Lamontagne, Étienne Marceau
Univariate and multivariate mixtures of exponential distributions, with applications in risk modeling
published 2021 · Applied Stochastic Models in Business and Industry · 1 citations
with Étienne Marceau, Itre Mtalai, Déry Veilleux
Machine Learning in P&C Insurance: A Review for Pricing and Reserving
published 2020 · Risks · 47 citations
with Christopher Blier-Wong, Luc Lamontagne, Étienne Marceau
Hierarchical copulas with Archimedean blocks and asymmetric between-block pairs
published 2020 · Computational Statistics & Data Analysis · 3 citations
Ruin-based risk measures in discrete-time risk models
published 2020 · Insurance Mathematics and Economics · 10 citations
On sums of two counter-monotonic risks
published 2020 · Insurance Mathematics and Economics · 6 citations
Collective risk models with dependence
published 2019 · Insurance Mathematics and Economics · 22 citations
with Étienne Marceau, Itre Mtalai
Composite likelihood estimation method for hierarchical Archimedean copulas defined with multivariate compound distributions
published 2019 · Journal of Multivariate Analysis · 11 citations
with Simon-Pierre Gadoury, Étienne Marceau, Christian Y. Robert
Dependent risk models with Archimedean copulas: A computational strategy based on common mixtures and applications
published 2017 · Insurance Mathematics and Economics · 23 citations
with Étienne Marceau, Itre Mtalai, Déry Veilleux
Hierarchical Archimedean copulas through multivariate compound distributions
published 2017 · Insurance Mathematics and Economics · 19 citations
with Simon-Pierre Gadoury, Étienne Marceau, Itre Mtalai
Sarmanov Family of Bivariate Distributions for Multivariate Loss Reserving Analysis
published 2016 · North American Actuarial Journal · 10 citations
Sarmanov family of multivariate distributions for bivariate dynamic claim counts model
published 2016 · Insurance Mathematics and Economics · 33 citations
with Anas Abdallah, Jean-Philippe Boucher
MODELING DEPENDENCE BETWEEN LOSS TRIANGLES WITH HIERARCHICAL ARCHIMEDEAN COPULAS
published 2015 · Astin Bulletin · 34 citations
with Anas Abdallah, Jean-Philippe Boucher
On two families of bivariate distributions with exponential marginals: Aggregation and capital allocation
published 2015 · Insurance Mathematics and Economics · 12 citations
with Étienne Marceau, Samuel Perreault
A note on compound renewal risk models with dependence
published 2015 · Journal of Computational and Applied Mathematics · 4 citations
A note on the computation of sharp numerical bounds for the distribution of the sum, product or ratio of dependent risks
published 2014 · Journal of Multivariate Analysis · 7 citations
Risk models with dependence between claim occurrences and severities for Atlantic hurricanes” [Insurance Math. Econom. 54 (2014) 123–132
published 2013 · Insurance Mathematics and Economics · 7 citations
with Mathieu Boudreault, Étienne Marceau
Bivariate lower and upper orthant value-at-risk
published 2013 · European Actuarial Journal · 13 citations
with Mélina Mailhot, Étienne Marceau, Mhamed Mesfioui
Multivariate distribution defined with Farlie–Gumbel–Morgenstern copula and mixed Erlang marginals: Aggregation and capital allocation
published 2013 · Insurance Mathematics and Economics · 70 citations
On a compound Poisson risk model with dependence and in the presence of a constant dividend barrier
published 2012 · Applied Stochastic Models in Business and Industry · 15 citations
with Étienne Marceau, Fouad Marri
Analysis of the discounted sum of ascending ladder heights
published 2012 · Insurance Mathematics and Economics · 3 citations
with David Landriault, Étienne Marceau, Khouzeima Moutanabbir
TVaR-based capital allocation for multivariate compound distributions with positive continuous claim amounts
published 2011 · Insurance Mathematics and Economics · 51 citations
with Mélina Mailhot, Étienne Marceau
Discrete-Time Risk Models Based on Time Series for Count Random Variables
published 2010 · Insurance Mathematics and Economics · 27 citations
with Étienne Marceau, Florent Toureille, Véronique Maume-Deschamps
Analysis of ruin measures for the classical compound Poisson risk model with dependence
published 2009 · Scandinavian Actuarial Journal · 60 citations
with Étienne Marceau, Fouad Marri
TVaR-based capital allocation with copulas
published 2009 · Insurance Mathematics and Economics · 99 citations
with Mathieu Bargès, Étienne Marceau
On the compound Poisson risk model with dependence based on a generalized Farlie–Gumbel–Morgenstern copula
published 2008 · Insurance Mathematics and Economics · 138 citations
with Étienne Marceau, Fouad Marri
Pension Plan Valuation and Mortality Projection
published 2007 · North American Actuarial Journal · 33 citations
On a risk model with dependence between interclaim arrivals and claim sizes
published 2006 · Scandinavian Actuarial Journal · 192 citations
with Mathieu Boudreault, David Landriault, Étienne Marceau
Ruin probabilities in the discrete time renewal risk model
published 2005 · Insurance Mathematics and Economics · 24 citations
with David Landriault, Étienne Marceau
Compound binomial risk model in a markovian environment
published 2004 · Insurance Mathematics and Economics · 35 citations
with David Landriault, Étienne Marceau
Obituary of Professor Etienne De Vylder (1937–2004)
published 2004 · Insurance Mathematics and Economics
with Étienne Marceau
Exact expressions and upper bound for ruin probabilities in the compound Markov binomial model
published 2004 · Insurance Mathematics and Economics · 22 citations
with David Landriault, Étienne Marceau
Ruin Probabilities in the Compound Markov Binomial Model
published 2003 · Scandinavian Actuarial Journal · 63 citations
with David Landriault, Étienne Marceau
Modeling Catastrophes and their Impact on Insurance Portfolios
published 2003 · North American Actuarial Journal · 32 citations
with Thierry Duchesne, Étienne Marceau
Generalized least squares estimators for covariance parameters for credibility regression models with moving average errors
published 2003 · Insurance Mathematics and Economics · 9 citations
with Andrew Luong
On two dependent individual risk models
published 2002 · Insurance Mathematics and Economics · 71 citations
with Patrice Gaillardetz, Étienne Marceau, Jacques E. Rioux
Impact of dependence among multiple claims in a single loss
published 2000 · Insurance Mathematics and Economics · 9 citations
The discrete-time risk model with correlated classes of business
published 2000 · Insurance Mathematics and Economics · 85 citations
with Étienne Marceau
Classical regression model under zero-excess assumptions
published 1995 · Journal of Computational and Applied Mathematics · 1 citations
with F. De Vylder, Marc Goovaerts
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