| Idiosyncratic jump risk matters: Evidence from equity returns and options JF Bégin, C Dorion, G Gauthier Review of Financial Studies, 2020 | 77 | 2020 |
| 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 | 19 | 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 | 17 | 2015 |
| The informational content of high-frequency option prices D Amaya, JF Bégin, G Gauthier Available at SSRN 2975355, 2018 | 15* | 2018 |
| 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 | 8 | 2023 |
| Likelihood evaluation of jump-diffusion models using deterministic nonlinear filters JF Bégin, M Boudreault arXiv preprint arXiv:1906.04322, 2019 | 8 | 2019 |
| Levelling the playing field: A VIX-linked structure for funded pension schemes JF Begin Insurance: Mathematics and Economics 94, 58-78, 2020 | 6 | 2020 |
| Price bias and common practice in option pricing JF Bégin, G Gauthier Canadian Journal of Statistics 48 (1), 8-35, 2020 | 6 | 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 | 5 | 2020 |
| Economic scenario generator and parameter uncertainty: A Bayesian approach JF Bégin ASTIN Bulletin 49 (2), 335-372, 2019 | 5 | 2019 |
| Redistribution in collective oension arrangements without a sponsor guarantee: Hidden versus explicit risk transactions L Yi, B Sanders, JF Bégin Working paper, 2019 | 4 | 2019 |
| Ensemble Economic Scenario Generators: Unity Makes Strength B Jean-François North American Actuarial Journal. URL: https://www. researchgate. net …, 2022 | 3 | 2022 |
| 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 |
| On Complex Economic Scenario Generators: Is Less More? JF Bégin ASTIN Bulletin: The Journal of the IAA 51 (3), 779-812, 2021 | 2 | 2021 |
| 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 |
| Firm-specific credit risk modelling in the presence of statistical regimes and noisy prices JF Bégin, G Gauthier, M Boudreault GERAD, École des hautes études commerciales, 2016 | 2 | 2016 |
| New simulation schemes for the Heston model JF Bégin Université de Montréal, 2012 | 2 | 2012 |
| 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 | 1 | 2024 |
| A new approximation of annuity prices for age–period–cohort models JF Bégin, N Kapoor, B Sanders European Actuarial Journal, 1-7, 2023 | 1 | 2023 |
