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Modeling Insurance Losses Resulting from Natural Catastrophes
Modeling Insurance Losses Resulting from Natural Catastrophes This is an abstract of presentation from 39th Actuarial Research Conference, 8/5-7/2004, University of Iowa in Iowa City, Iowa. In ...- Authors: Etienne Marceau, Mathieu Boudreault, HELENE COSSETTE
- Date: Sep 2008
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Topics: Finance & Investments>Risk measurement - Finance & Investments
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Ruin related quantities in a risk model based on time series for count data
Ruin related quantities in a risk model based on time series for count data This abstract describes a paper that considers various specifications of the general discrete time risk model in which ...- Authors: Etienne Marceau, HELENE COSSETTE, Florent Toureille, Veronique Maume-Deschamps
- Date: Jul 2010
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods>Forecasting
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On Bivariate Distributions Defined with Exponential Marginals: Aggregation and Capital Allocation
On Bivariate Distributions Defined with Exponential Marginals: Aggregation and Capital Allocation This abstract describes a paper that considers portfolios of two dependent risks whose joint ...- Authors: Hélène Cossette, Etienne Marceau, Samuel Perreault
- Date: Feb 2014
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International Investment Model for Asset Allocation in Life Insurance and Pension Fund Management
International Investment Model for Asset Allocation in Life Insurance and Pension Fund Management This is the abstract for the presentation on international investment model for asset allocation ...- Authors: Etienne Marceau, PATRICE GAILLARDETZ, Khouzeima Moutanabbir
- Date: Jul 2010
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On Two Methods Based on Martingales and Simulation to Compute Infinite-Time Ruin Probabilities
On Two Methods Based on Martingales and Simulation to Compute Infinite-Time Ruin Probabilities This abstract describes a paper that presents two methods for calculating the exact ruin probability ...- Authors: Hélène Cossette, Etienne Larrivée-Hardy, Etienne Marceau, Julien Trufin
- Date: Feb 2014
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Rick Models Based on Time Series for Count Random Variables
Rick Models Based on Time Series for Count Random Variables This is the abstract for the presentation on risk models based on time series for count random variables. Abstract; 14507 11/3/2011 12: ...- Authors: Etienne Marceau, HELENE COSSETTE, Florent Toureille
- Date: Nov 2011
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TVaR-based capital allocation with dependence
TVaR-based capital allocation with dependence This abstract describes a paper that considers an insurance portfolio consisting of several dependent risks and aims to evaluate the capital ...- Authors: Etienne Marceau, HELENE COSSETTE
- Date: Jul 2010