| Multivariate distribution defined with Farlie–Gumbel–Morgenstern copula and mixed Erlang marginals: Aggregation and capital allocation H Cossette, MP Côté, E Marceau, K Moutanabbir Insurance: Mathematics and Economics 52 (3), 560-572, 2013 | 77 | 2013 |
| Risk aggregation and capital allocation using a new generalized Archimedean copula F Marri, K Moutanabbir Insurance: Mathematics and Economics 102, 75-90, 2021 | 14 | 2021 |
| Moment-based approximation with mixed Erlang distributions H Cossette, D Landriault, E Marceau, K Moutanabbir Variance 10 (1), 161-182, 2016 | 11 | 2016 |
| A note on order statistics in the mixed Erlang case D Landriault, K Moutanabbir, GE Willmot Statistics & Probability Letters 106, 13-18, 2015 | 9 | 2015 |
| Moments of compound renewal sums with dependent risks using mixing exponential models F Marri, F Adékambi, K Moutanabbir Risks 6 (3), 86, 2018 | 5 | 2018 |
| Bivariate Sarmanov phase-type distributions for joint lifetimes modeling K Moutanabbir, H Abdelrahman Methodology and Computing in Applied Probability, 1-26, 2022 | 4 | 2022 |
| Kernel Estimation of the Expected Shortfall for Dependent Financial Losses M Bouaddi, K Moutanabbir ResearchGate, preprint, 2022 | 2 | 2022 |
| Analysis of the discounted sum of ascending ladder heights H Cossette, D Landriault, E Marceau, K Moutanabbir Insurance: Mathematics and Economics 51 (2), 393-401, 2012 | 2 | 2012 |
| A large class of bilateral distributions for financial applications K Moutanabbir, HP Ezin Available at SSRN 4536716, 2023 | 1 | 2023 |
| Rational distorted beliefs investor; which risk matters? M Bouaddi, K Moutanabbir Finance Research Letters 51, 103431, 2023 | 1 | 2023 |
| Optimal asset allocation and consumption rules for commodity-based sovereign wealth funds K Moutanabbir, D Noureldin International Review of Economics & Finance 69, 708-730, 2020 | 1 | 2020 |
| A new non-parametric estimation of the expected shortfall for dependent financial losses K Moutanabbir, M Bouaddi Journal of Statistical Planning and Inference, 106151, 2024 | | 2024 |
| Option pricing using the exponential bilateral mixed-Erlang model K Moutanabbir, HA Donfack, HP EZIN | | 2023 |
| Sovereign Default Risk and Financial Market Returns in Africa J Dhokotera, J Uwilingiye, K Moutanabbir African Finance Journal 25 (1), 45-62, 2023 | | 2023 |
| Systematic extreme potential gain and loss spillover across countries M Bouaddi, K Moutanabbir Risk Management 24 (4), 327-366, 2022 | | 2022 |
| Discounted Compound Sums using Ali-Mikhail-Haq Copula K Moutanabbir, F Marri | | 2019 |
| Évaluation et allocation du risque dans le cadre de modèles avancés en actuariat K Moutanabbir Université Laval, 2013 | | 2013 |
| Optimal Asset Allocation and Consumption Rules for Commodity-Based Sovereign Wealth Funds D Noureldin, K Moutanabbir Economic Research Forum Working Papers, 2008 | | 2008 |
| Optimal asset allocation for sovereign wealth funds D Noureldin | | |
| On the moments of the aggregate discounted claims with a general dependence F Marri, F Adekambi, K Moutanabbir | | |
