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Mathieu Boudreault
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Year
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
2352006
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
362015
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
362015
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
292012
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
282017
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
202019
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
202018
Multivariate integer-valued autoregressive models applied to earthquake counts
M Boudreault, A Charpentier
arXiv preprint arXiv:1112.0929, 2011
182011
Multivariate models of equity returns for investment guarantees valuation
M Boudreault, CM Panneton
North American Actuarial Journal 13 (1), 36-53, 2009
182009
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
172021
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
162014
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
152013
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
142017
Actuarial finance: Derivatives, quantitative Models and risk management
M Boudreault, JF Renaud
John Wiley & Sons, 2019
112019
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
102014
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
92021
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
82020
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
82020
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
72019
On the importance of hedging dynamic lapses in variable annuities
M Augustyniak, M Boudreault
Risk Reward Society of Actuaries 66, 12-16, 2015
72015
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