On a risk model with dependence between interclaim arrivals and claim sizes M Boudreault, H Cossette, D Landriault, E Marceau Scandinavian Actuarial Journal 2006 (5), 265-285, 2006 | 235 | 2006 |
On the variability and predictability of eastern Pacific tropical cyclone activity LP Caron, M Boudreault, SJ Camargo Journal of Climate 28 (24), 9678-9696, 2015 | 36 | 2015 |
Changes in large-scale controls of Atlantic tropical cyclone activity with the phases of the Atlantic multidecadal oscillation LP Caron, M Boudreault, CL Bruyere Climate Dynamics 44, 1801-1821, 2015 | 36 | 2015 |
An out-of-sample analysis of investment guarantees for equity-linked products: Lessons from the financial crisis of the late 2000s M Augustyniak, M Boudreault North American Actuarial Journal 16 (2), 183-206, 2012 | 29 | 2012 |
Reanalysis of climate influences on Atlantic tropical cyclone activity using cluster analysis M Boudreault, LP Caron, SJ Camargo Journal of Geophysical Research: Atmospheres 122 (8), 4258-4280, 2017 | 28 | 2017 |
Credit and systemic risks in the financial services sector: Evidence from the 2008 global crisis JF Bégin, M Boudreault, DA Doljanu, G Gauthier Journal of Risk and Insurance 86 (2), 263-296, 2019 | 20 | 2019 |
Maximum likelihood estimation of the Markov-switching GARCH model based on a general collapsing procedure M Augustyniak, M Boudreault, M Morales Methodology and Computing in Applied Probability 20 (1), 165-188, 2018 | 20 | 2018 |
Multivariate integer-valued autoregressive models applied to earthquake counts M Boudreault, A Charpentier arXiv preprint arXiv:1112.0929, 2011 | 18 | 2011 |
Multivariate models of equity returns for investment guarantees valuation M Boudreault, CM Panneton North American Actuarial Journal 13 (1), 36-53, 2009 | 18 | 2009 |
A global flood risk modeling framework built with climate models and machine learning DA Carozza, M Boudreault Journal of Advances in Modeling Earth Systems 13 (4), e2020MS002221, 2021 | 17 | 2021 |
Contagion effect on bond portfolio risk measures in a hybrid credit risk model M Boudreault, G Gauthier, T Thomassin Finance Research Letters 11 (2), 131-139, 2014 | 16 | 2014 |
Recovery rate risk and credit spreads in a hybrid credit risk model M Boudreault, G Gauthier, T Thomassin The Journal of Credit Risk 9 (3), 3, 2013 | 15 | 2013 |
Mitigating interest rate risk in variable annuities: An analysis of hedging effectiveness under model risk M Augustyniak, M Boudreault North American Actuarial Journal 21 (4), 502-525, 2017 | 14 | 2017 |
Actuarial finance: Derivatives, quantitative Models and risk management M Boudreault, JF Renaud John Wiley & Sons, 2019 | 11 | 2019 |
Risk models with dependence between claim occurrences and severities for Atlantic hurricanes M Boudreault, H Cossette, E Marceau Insurance: Mathematics and Economics 54, 123-132, 2014 | 10 | 2014 |
Gridded Flood Depth Estimates from Satellite Derived Inundations S Bryant, H McGrath, M Boudreault Natural Hazards and Earth System Sciences Discussions 2021, 1-21, 2021 | 9 | 2021 |
Likelihood evaluation of jump-diffusion models using deterministic nonlinear filters JF Bégin, M Boudreault Journal of Computational and Graphical Statistics 30 (2), 452-466, 2020 | 8 | 2020 |
Pricing flood insurance with a hierarchical physics-based model M Boudreault, P Grenier, M Pigeon, JM Potvin, R Turcotte North American Actuarial Journal 24 (2), 251-274, 2020 | 8 | 2020 |
Maximum likelihood estimation of first-passage structural credit risk models correcting for the survivorship bias D Amaya, M Boudreault, DL McLeish Journal of Economic Dynamics and Control 100, 297-313, 2019 | 7 | 2019 |
On the importance of hedging dynamic lapses in variable annuities M Augustyniak, M Boudreault Risk Reward Society of Actuaries 66, 12-16, 2015 | 7 | 2015 |