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Etienne Marceau
Publications :
Cossette, H., Landriault, D. and E. Marceau (2004). " Compound binomial risk model in a markovian environment", Insurance: Mathematics and Economics 35, 425-443
Cossette, H., Landriault, D. et E. Marceau (2004). " Exact expressions and upper bound for ruin probabilities in the compound Markov binomial model", Insurance: Mathematics and Economics 34, 449-466
Boudreault, M., Cossette, H., et E. Marceau (2004). " Modeling Insurance Losses Resulting from Natural Catastrophes: An Application to Canadian Earthquake Risk", Submitted to North American Actuarial Journal,
Cossette, H., Landriault, D. et E. Marceau (2004). " Risk measures related to the surplus process in the compound Markov binomial model", Bulletin de l’Association suisse des actuaires, 77-114
Cossette, H., Landriault, D. et E. Marceau (2004). " Ruin probabilities in the discrete-time renewal risk model", Submitted to ASTIN Bulletin,
Genest, C., Marceau, E. et M. Mesfioui (2003). " Compound Poisson approximations of individual models with dependent risks", Insurance: Mathematics and Economics 32, 73-81
Marceau, E. (2003). " Introduction à la modélisation des risques en actuariat", Reference document,
Cossette, H., Duchesne, T. et E. Marceau (2003). " Modeling Catastrophes and their Impact on Insurance Portfolios", North American Actuarial Journal 7(4), 1-22
Cossette, C., Landriault, D. and E. Marceau (2003). " Ruin probability in the compound Markov binomial model", Scandinavian Actuarial Journal, 301-323
Cossette, H., Gaillardetz, P. et E. Marceau (2002). " Common mixtures in the individual risk model", Bulletin de l’Association suisse des actuaires, 131-157
Denuit, M. Genest, C. and É. Marceau (2002). " Criteria for the Stochastic Ordering of Random Sums, with Actuarial Applications", Scandinavian Actuarial Journal, 3-16
Cossette, H., Denuit, M. et E. Marceau (2002). " Distributional bounds for functions of dependent risks", Bulletin de l’Association suisse des actuaires, 45-65
Marceau, E. (2002). " Modélisation des risques en assurance collective", Reference document,
Cossette, H., Gaillardetz, P., Marceau, E. et J. Rioux (2002). " On two dependent individual risk models", Insurance: Mathematics and Economics 30, 153-166
Marceau, E., Cossette, H., Gaillardetz, P. and J. Rioux (2002). " On two dependent individual risk models", Insurance: Mathematics and Economics 30, 153-166
Genest, C., Marceau, E. et M. Mesfioui (2002). " Upper stop-loss bounds for sums of possibly dependent risks with given means and variances", Statistics and Probability Letters 57, 33-41
Marceau, E., et J. Rioux (2001). " On robustness in risk theory", Insurance: Mathematics and Economics 29, 167-185
Cossette, H., Denuit, M., Dhaene, J. et E. Marceau (2001). " Stochastic Approximations of Present Value Functions", Bulletin de l’Association suisse des actuaires, 15-28
Cossette, H., and E. Marceau (2000). " The Discrete-Time Risk Model with Correlated Classes of Business", Insurance: Mathematics and Economics 26, 133-149
Gendron, M., and E. Marceau (1999). " L'accès à l'assurance-habitation dans les quartiers centraux de quatre villes québécoises", Assurances : Revue d'assurances et de gestion des risques, octobre 1999, 479-494
Marceau, E., and P. Gaillardetz (1999). " On Life Insurance Reserves in a Stochastic Mortality and Interest Rates Environment", Insurance: Mathematics and Economics 25, 261-280
Denuit, M., Genest, C., and E. Marceau (1999). " Stochastic Bounds on Sums of Dependent Risks", Insurance: Mathematics and Economics 25, 85-104
Marceau, E. (1998). " Optimization of Ruin Probability in Risk Theory", ARCH Proceeding of the Actuarial Research Conference (August 1998, Atlanta, GA),
De Vylder, F., Goovaerts, M. and E. Marceau (1997). " The Bi-atomic Uniform Solution of Schmitter’s Problem", Insurance: Mathematics and Economics 20, 59-78
De Vylder, F., Goovaerts, M. and E. Marceau (1997). " The Solution to Schmitter’s Simple Problem: Numerical Illustration", Insurance: Mathematics and Economics 20, 43-58
De Vylder, F. and E. Marceau (1996). " Classical Numerical Ruin Probabilities", Scandinavian Actuarial Journal, 109-123
De Vylder, F. and E. Marceau (1996). " Numerical Solution of the Schmitter Problems: Theory", Insurance: Mathematics and Economics 20, 1-18
De Vylder, F. and E. Marceau (1995). " Explicit Analytic Ruin Probabilities for Bounded Claims", Insurance: Mathematics and Economics 16, 79-105
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