Etienne Marceau
Etienne Marceau
Professeur en actuariar, École d'actuariat, Université Laval
Verified email at act.ulaval.ca - Homepage
Title
Cited by
Cited by
Year
Stochastic mortality in life insurance: market reserves and mortality-linked insurance contracts
M Dahl
Insurance: mathematics and economics 35 (1), 113-136, 2004
4542004
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
2002006
Stochastic bounds on sums of dependent risks
M Denuit, C Genest, É Marceau
Insurance: Mathematics and Economics 25 (1), 85-104, 1999
1751999
Comonotonicity, correlation order and premium principles
S Wang, J Dhaene
Insurance: Mathematics and Economics 22 (3), 235-242, 1998
1741998
The discrete-time risk model with correlated classes of business
H Cossette, E Marceau
Insurance: Mathematics and Economics 26 (2-3), 133-149, 2000
1432000
On the compound Poisson risk model with dependence based on a generalized Farlie–Gumbel–Morgenstern copula
H Cossette, E Marceau, F Marri
Insurance: Mathematics and Economics 43 (3), 444-455, 2008
1422008
TVaR-based capital allocation with copulas
M Bargès, H Cossette, E Marceau
Insurance: Mathematics and Economics 45 (3), 348-361, 2009
992009
On two dependent individual risk models
H Cossette, P Gaillardetz, É Marceau, J Rioux
Insurance: Mathematics and Economics 30 (2), 153-166, 2002
992002
Ruin probabilities in the compound Markov binomial model
H Cossette, D Landriault, É Marceau
Scandinavian Actuarial Journal 2003 (4), 301-323, 2003
852003
On life insurance reserves in a stochastic mortality and interest rates environment
E Marceau, P Gaillardetz
Insurance: Mathematics and Economics 25 (3), 261-280, 1999
661999
Pension plan valuation and mortality projection: a case study with mortality data
H Cossette, A Delwarde, M Denuit, F Guillot, É Marceau
North American Actuarial Journal 11 (2), 1-34, 2007
592007
Analysis of ruin measures for the classical compound Poisson risk model with dependence
H Cossette, E Marceau, F Marri
Scandinavian Actuarial Journal 2010 (3), 221-245, 2010
582010
On the moments of the aggregate discounted claims with dependence introduced by a FGM copula
M Barges, H Cossette, S Loisel, E Marceau
Astin Bulletin 41 (1), 215-238, 2011
542011
Compound Poisson approximations for individual models with dependent risks
C Genest, É Marceau, M Mesfioui
Insurance: Mathematics and Economics 32 (1), 73-91, 2003
532003
Multivariate distribution defined with Farlie–Gumbel–Morgenstern copula and mixed Erlang marginals: Aggregation and capital allocation
H Cossette, MP Côté, E Marceau, K Moutanabbir
Insurance: Mathematics and Economics 52 (3), 560-572, 2013
512013
Criteria for the stochastic ordering of random sums, with actuarial applications
M Denuit, C Genest, É Marceau
Scandinavian Actuarial Journal 2002 (1), 3-16, 2002
492002
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
472012
Classical numerical ruin probabilities
F De Vylder, E Marceau
Scandinavian Actuarial Journal 1996 (2), 109-123, 1996
461996
Compound binomial risk model in a Markovian environment
H Cossette, D Landriault, É Marceau
Insurance: Mathematics and Economics 35 (2), 425-443, 2004
452004
Exact expressions and upper bound for ruin probabilities in the compound Markov binomial model
H Cossette, D Landriault, É Marceau
Insurance: Mathematics and Economics 34 (3), 449-466, 2004
412004
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