Hélène Cossette

Available identifiers

zbMath Open cossette.heleneWikidataQ73670082 ScholiaQ73670082MaRDI QIDQ320281

List of research outcomes

Publication	Date of Publication	Type
A new method to construct high-dimensional copulas with Bernoulli and Coxian-2 distributions	2024-03-25	Paper
Individual claims reserving using activation patterns	2024-02-21	Paper
Exchangeable FGM copulas	2024-02-20	Paper
Risk aggregation with FGM copulas	2023-07-18	Paper
Stochastic representation of FGM copulas using multivariate Bernoulli random variables	2022-05-30	Paper
GEOGRAPHIC RATEMAKING WITH SPATIAL EMBEDDINGS	2022-04-04	Paper
Pension Plan Valuation and Mortality Projection	2022-01-10	Paper
Hierarchical copulas with Archimedean blocks and asymmetric between-block pairs	2021-05-06	Paper
On sums of two counter-monotonic risks	2020-08-03	Paper
Ruin-based risk measures in discrete-time risk models	2020-08-03	Paper
Tail approximations for sums of dependent regularly varying random variables under Archimedean copula models	2019-12-19	Paper
Composite likelihood estimation method for hierarchical Archimedean copulas defined with multivariate compound distributions	2019-07-02	Paper
Collective risk models with dependence	2019-06-17	Paper
Sarmanov Family of Bivariate Distributions for Multivariate Loss Reserving Analysis	2019-05-28	Paper
MODELING DEPENDENCE BETWEEN LOSS TRIANGLES WITH HIERARCHICAL ARCHIMEDEAN COPULAS	2018-06-04	Paper
Dependent risk models with Archimedean copulas: a computational strategy based on common mixtures and applications	2018-02-15	Paper
Hierarchical Archimedean copulas through multivariate compound distributions	2017-09-19	Paper
Hierarchical Archimedean copulas through multivariate compound distributions	2017-09-01	Paper
Vector-valued tail value-at-risk and capital allocation	2016-11-11	Paper
Sarmanov family of multivariate distributions for bivariate dynamic claim counts model	2016-10-06	Paper
https://portal.mardi4nfdi.de/entity/Q2801358	2016-04-07	Paper
On two families of bivariate distributions with exponential marginals: aggregation and capital allocation	2015-09-14	Paper
Erratum to: ``Risk models with dependence between claim occurrences and severities for Atlantic hurricanes	2015-05-26	Paper
A note on compound renewal risk models with dependence	2015-05-22	Paper
Dynamic Risk Measures within Discrete-Time Risk Models	2015-05-22	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
Risk models with dependence between claim occurrences and severities for Atlantic hurricanes	2014-06-23	Paper
Analysis of the discounted sum of ascending ladder heights	2014-04-14	Paper
Multivariate distribution defined with Farlie-Gumbel-Morgenstern copula and mixed Erlang marginals: aggregation and capital allocation	2014-04-04	Paper
Adjustment coefficient for risk processes in some dependent contexts	2012-06-20	Paper
TVaR-based capital allocation for multivariate compound distributions with positive continuous claim amounts	2012-04-18	Paper
TVaR-based capital allocation with copulas	2012-02-10	Paper
Constant dividend barrier in a risk model with a generalized Farlie-Gumbel-Morgenstern copula	2012-01-26	Paper
Analysis of ruin measures for the classical compound Poisson risk model with dependence	2011-11-26	Paper
Risk models based on time series for count random variables	2011-08-01	Paper
https://portal.mardi4nfdi.de/entity/Q3008262	2011-06-15	Paper
Discrete-Time Risk Models Based on Time Series for Count Random Variables	2010-06-21	Paper
Exact expressions and upper bound for ruin probabilities in the compound Markov binomial model	2010-06-20	Paper
https://portal.mardi4nfdi.de/entity/Q3562645	2010-05-27	Paper
https://portal.mardi4nfdi.de/entity/Q3562658	2010-05-27	Paper
https://portal.mardi4nfdi.de/entity/Q3562660	2010-05-27	Paper
On the compound Poisson risk model with dependence based on a generalized Farlie-Gumbel-Morgenstern copula	2009-01-16	Paper
On a risk model with dependence between interclaim arrivals and claim sizes	2007-05-29	Paper
Obituary of Professor Etienne de Vylder (1937-2004)	2006-10-04	Paper
Ruin probabilities in the discrete time renewal risk model	2006-06-09	Paper
Ruin Probabilities in the Compound Markov Binomial Model	2006-05-24	Paper
Modeling Catastrophes and their Impact on Insurance Portfolios	2006-01-05	Paper
Compound binomial risk model in a Markovian environment	2005-01-13	Paper
On two dependent individual risk models.	2003-11-16	Paper
Generalized least squares estimators for covariance parameters for credibility regression models with moving average errors	2003-11-16	Paper
The discrete-time risk model with correlated classes of business	2000-01-01	Paper
Impact of dependence among multiple claims in a single loss	2000-01-01	Paper
Classical regression model under zero-excess assumptions	1996-07-15	Paper
https://portal.mardi4nfdi.de/entity/Q4320689	1995-04-06	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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MaRDI profile type	MaRDI person profile
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This page was built for person: Hélène Cossette