Mélina Mailhot
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TVaR-based capital allocation for multivariate compound distributions with positive continuous claim amounts
H Cossette, M Mailhot, É Marceau
Insurance: Mathematics and Economics 50 (2), 247-256, 2012
Multivariate geometric expectiles
K Herrmann, M Hofert, M Mailhot
Scandinavian Actuarial Journal 2018 (7), 629-659, 2018
Bivariate lower and upper orthant value-at-risk
H Cossette, M Mailhot, É Marceau, M Mesfioui
European actuarial journal 3, 321-357, 2013
Vector-valued tail value-at-risk and capital allocation
H Cossette, M Mailhot, E Marceau, M Mesfioui
Methodology and Computing in Applied Probability 18, 653-674, 2016
A note on the computation of sharp numerical bounds for the distribution of the sum, product or ratio of dependent risks
H Cossette, MP Côté, M Mailhot, E Marceau
Journal of Multivariate Analysis 130, 1-20, 2014
Predicting extreme surges from sparse data using a copula‐based hierarchical Bayesian spatial model
N Beck, C Genest, J Jalbert, M Mailhot
Environmetrics 31 (5), e2616, 2020
Multivariate TVaR-based risk decomposition for vector-valued portfolios
M Mailhot, M Mesfioui
Risks 4 (4), 33, 2016
Asymptotic power of tests of normality under local alternatives
JF Quessy, M Mailhot
Journal of Statistical Planning and Inference 141 (8), 2787-2802, 2011
Multivariate geometric tail-and range-value-at-risk
K Herrmann, M Hofert, M Mailhot
ASTIN Bulletin: The Journal of the IAA 50 (1), 265-292, 2020
Range value-at-risk: Multivariate and extreme values
R Bairakdar, L Cao, M Mailhot
arXiv preprint arXiv:2005.12473, 2020
Semi-parametric estimation of multivariate extreme expectiles
N Beck, E Di Bernardino, M Mailhot
Journal of Multivariate Analysis 184, 104758, 2021
A consistent estimator to the orthant-based tail value-at-risk
N Beck, M Mailhot
ESAIM: Probability and Statistics 22, 163-177, 2018
Tweedie double GLM loss triangles with dependence within and across business lines
CA Araiza Iturria, F Godin, M Mailhot
European Actuarial Journal 11 (2), 619-653, 2021
Reciprocal reinsurance treaties under an optimal and fair joint survival probability
B Kchouk, M Mailhot
Variance, 2016
Mesures de risque et dépendance
M Mailhot
Université Laval, 2012
Smooth copula-based generalized extreme value model and spatial interpolation for sparse extreme rainfall in central eastern Canada
F Palacios-Rodriguez, E Di Bernardino, M Mailhot
Puissances asymptotiques et à tailles finies de tests de normalité sous des alternatives locales
M Mailhot
Université du Québec à Trois-Rivières, 2009
Uncertainty Propagation and Dynamic Robust Risk Measures
M Moresco, M Mailhot, S Pesenti
arXiv preprint arXiv:2308.12856, 2023
Smooth copula‐based generalized extreme value model and spatial interpolation for extreme rainfall in Central Eastern Canada
F Palacios‐Rodriguez, ED Bernardino, M Mailhot
Environmetrics 34 (3), e2795, 2023
Impact of combination methods on extreme precipitation projections
S Jessup, M Mailhot, M Pigeon
Annals of Actuarial Science, 1-20, 2023
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