Cossette, Hélène; Marceau, Etienne; Mtalai, Itre; Veilleux, Déry Dependent risk models with Archimedean copulas: a computational strategy based on common mixtures and applications. (English) Zbl 1398.62289 Insur. Math. Econ. 78, 53-71 (2018). MSC: 62P05 91B30 62H05 PDFBibTeX XMLCite \textit{H. Cossette} et al., Insur. Math. Econ. 78, 53--71 (2018; Zbl 1398.62289) Full Text: DOI
Cossette, Hélène; Landriault, David; Marceau, Étienne Exact expressions and upper bound for ruin probabilities in the compound Markov binomial model. (English) Zbl 1188.91086 Insur. Math. Econ. 34, No. 3, 449-466 (2004). MSC: 91B30 62P05 60E05 60J10 60J20 62E10 PDFBibTeX XMLCite \textit{H. Cossette} et al., Insur. Math. Econ. 34, No. 3, 449--466 (2004; Zbl 1188.91086) Full Text: DOI
Cossette, Hélène; Landriault, David; Marceau, Étienne Compound binomial risk model in a Markovian environment. (English) Zbl 1079.91049 Insur. Math. Econ. 35, No. 2, 425-443 (2004). MSC: 91B30 PDFBibTeX XMLCite \textit{H. Cossette} et al., Insur. Math. Econ. 35, No. 2, 425--443 (2004; Zbl 1079.91049) Full Text: DOI
Cossette, Hélène; Landriault, David; Marceau, Étienne Ruin probabilities in the compound Markov binomial model. (English) Zbl 1092.91040 Scand. Actuar. J. 2003, No. 4, 301-323 (2003). Reviewer: A. D. Borisenko(Kyïv) MSC: 91B30 60J20 60J10 PDFBibTeX XMLCite \textit{H. Cossette} et al., Scand. Actuar. J. 2003, No. 4, 301--323 (2003; Zbl 1092.91040) Full Text: DOI
Cossette, Hélène; Marceau, Etienne The discrete-time risk model with correlated classes of business. (English) Zbl 1103.91358 Insur. Math. Econ. 26, No. 2-3, 133-149 (2000). MSC: 91B30 62P05 PDFBibTeX XMLCite \textit{H. Cossette} and \textit{E. Marceau}, Insur. Math. Econ. 26, No. 2--3, 133--149 (2000; Zbl 1103.91358) Full Text: DOI
De Vylder, F.; Goovaerts, M.; Cossette, H. Classical regression model under zero-excess assumptions. (English) Zbl 0847.62053 J. Comput. Appl. Math. 64, No. 1-2, 189-196 (1995). MSC: 62J05 62J99 62H12 46N30 PDFBibTeX XMLCite \textit{F. De Vylder} et al., J. Comput. Appl. Math. 64, No. 1--2, 189--196 (1995; Zbl 0847.62053) Full Text: DOI