| Idiosyncratic jump risk matters: Evidence from equity returns and options JF Bégin, C Dorion, G Gauthier Review of Financial Studies, 2020 | 93 | 2020 |
| The informational content of high-frequency option prices D Amaya, JF Bégin, G Gauthier Management Science 68 (3), 2166-2201, 2022 | 24* | 2022 |
| 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 | 23 | 2019 |
| Simulating from the Heston model: A gamma approximation scheme JF Bégin, M Bédard, P Gaillardetz Monte Carlo Methods and Applications 21 (3), 205-231, 2015 | 19 | 2015 |
| A discrete-time hedging framework with multiple factors and fat tails: On what matters M Augustyniak, A Badescu, JF Bégin Journal of Econometrics 232 (2), 416-444, 2023 | 13 | 2023 |
| 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 | 12 | 2020 |
| On the estimation of jump-diffusion models using intraday data: A filtering-based approach JF Bégin, D Amaya, G Gauthier, ME Malette SIAM Journal on Financial Mathematics 11 (4), 1168-1208, 2020 | 10 | 2020 |
| Levelling the playing field: A VIX-linked structure for funded pension schemes JF Begin Insurance: Mathematics and Economics 94, 58-78, 2020 | 7 | 2020 |
| Price bias and common practice in option pricing JF Bégin, G Gauthier Canadian Journal of Statistics 48 (1), 8-35, 2020 | 6 | 2020 |
| A new approximation of annuity prices for age–period–cohort models JF Bégin, N Kapoor, B Sanders European Actuarial Journal 14 (2), 697-703, 2024 | 5 | 2024 |
| Modeling and forecasting subnational mortality in the presence of aggregated data JF Bégin, B Sanders, X Xu North American Actuarial Journal 28 (4), 882-908, 2024 | 4 | 2024 |
| Redistribution in collective pension arrangements without a sponsor guarantee: Hidden versus explicit risk transactions L Yi, B Sanders, JF Bégin Journal of Pension Economics & Finance 21 (2), 260-293, 2022 | 4 | 2022 |
| Economic scenario generator and parameter uncertainty: A Bayesian approach JF Bégin ASTIN Bulletin 49 (2), 335-372, 2019 | 4 | 2019 |
| Ensemble Economic Scenario Generators: Unity Makes Strength JF Bégin North American Actuarial Journal 27 (3), 444-471, 2023 | 3* | 2023 |
| Long memory in option pricing: A fractional discrete-time approach M Augustyniak, A Badescu, JF Bégin, SK Jayaraman Working paper, 2022 | 3 | 2022 |
| On complex economic scenario generators: Is less more? JF Bégin ASTIN Bulletin 51 (3), 779-812, 2021 | 3 | 2021 |
| Leveraging prices from credit and equity option markets for portfolio risk management JF Bégin, M Boudreault, M Thériault Journal of Futures Markets 44 (1), 122-147, 2024 | 2 | 2024 |
| Do jumps matter in the long term? A tale of two horizons JF Bégin, M Boudreault North American Actuarial Journal 26 (1), 82-101, 2022 | 2 | 2022 |
| Firm-specific credit risk estimation in the presence of regimes and noisy prices JF Bégin, M Boudreault, G Gauthier Finance Research Letters 23, 306-313, 2017 | 2 | 2017 |
| Deflation risk and implications for life insurers JF Bégin Risks 4 (4), 46, 2016 | 2 | 2016 |
