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Author ID: cossette.helene Recent zbMATH articles by "Cossette, Hélène"
Published as: Cossette, Hélène; Cossette, H.; Cossette, Héléne
Homepage: https://www.act.ulaval.ca/departement-et-professeurs/professeurs-et-personnel/pr...
External Links: MGP · ResearchGate
Documents Indexed: 50 Publications since 1994
Co-Authors: 37 Co-Authors with 50 Joint Publications
431 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

41 Publications have been cited 562 times in 346 Documents Cited by Year
On a risk model with dependence between interclaim arrivals and claim sizes. Zbl 1145.91030
Boudreault, Mathieu; Cossette, Hélène; Landriault, David; Marceau, Etienne
94
2006
On the compound Poisson risk model with dependence based on a generalized Farlie-Gumbel-Morgenstern copula. Zbl 1151.91565
Cossette, Hélène; Marceau, Etienne; Marri, Fouad
70
2008
Ruin probabilities in the compound Markov binomial model. Zbl 1092.91040
Cossette, Hélène; Landriault, David; Marceau, Étienne
37
2003
The discrete-time risk model with correlated classes of business. Zbl 1103.91358
Cossette, Hélène; Marceau, Etienne
37
2000
TVaR-based capital allocation with copulas. Zbl 1231.91141
Bargès, Mathieu; Cossette, Hélène; Marceau, Étienne
34
2009
Multivariate distribution defined with Farlie-Gumbel-Morgenstern copula and mixed Erlang marginals: aggregation and capital allocation. Zbl 1284.60027
Cossette, Hélène; Côté, Marie-Pier; Marceau, Etienne; Moutanabbir, Khouzeima
31
2013
Analysis of ruin measures for the classical compound Poisson risk model with dependence. Zbl 1226.91024
Cossette, Héléne; Marceau, Etienne; Marri, Fouad
25
2010
TVaR-based capital allocation for multivariate compound distributions with positive continuous claim amounts. Zbl 1235.91086
Cossette, Hélène; Mailhot, Mélina; Marceau, Étienne
23
2012
On two dependent individual risk models. Zbl 1055.91044
Cossette, Hélène; Gaillardetz, Patrice; Marceau, Étienne; Rioux, Jacques
20
2002
Compound binomial risk model in a Markovian environment. Zbl 1079.91049
Cossette, Hélène; Landriault, David; Marceau, Étienne
19
2004
Discrete-time risk models on time series for count random variables. Zbl 1230.91071
Cossette, Hélène; Marceau, Etienne; Maume-Deschamps, Véronique
16
2010
Risk models based on time series for count random variables. Zbl 1218.91074
Cossette, Hélène; Marceau, Étienne; Toureille, Florent
16
2011
Exact expressions and upper bound for ruin probabilities in the compound Markov binomial model. Zbl 1188.91086
Cossette, Hélène; Landriault, David; Marceau, Étienne
14
2004
On the moments of aggregate discounted claims with dependence introduced by a FGM copula. Zbl 1214.91050
Bargès, Mathieu; Cossette, Hélène; Loisel, Stéphane; Marceau, Étienne
13
2011
Modeling dependence between loss triangles with hierarchical Archimedean copulas. Zbl 1390.91154
Abdallah, Anas; Boucher, Jean-Philippe; Cossette, Hélène
10
2015
Ruin probabilities in the discrete time renewal risk model. Zbl 1090.60076
Cossette, Hélène; Landriault, David; Marceau, Etienne
9
2006
Vector-valued tail value-at-risk and capital allocation. Zbl 1349.91319
Cossette, Hélène; Mailhot, Mélina; Marceau, Étienne; Mesfioui, Mhamed
8
2016
Dependent risk models with Archimedean copulas: a computational strategy based on common mixtures and applications. Zbl 1398.62289
Cossette, Hélène; Marceau, Etienne; Mtalai, Itre; Veilleux, Déry
8
2018
Sarmanov family of multivariate distributions for bivariate dynamic claim counts model. Zbl 1373.62507
Abdallah, Anas; Boucher, Jean-Philippe; Cossette, Hélène
7
2016
Hierarchical Archimedean copulas through multivariate compound distributions. Zbl 1395.62112
Cossette, Hélène; Gadoury, Simon-Pierre; Marceau, Étienne; Mtalai, Itre
7
2017
Bivariate lower and upper orthant value-at-risk. Zbl 1304.91097
Cossette, Hélène; Mailhot, Mélina; Marceau, Étienne; Mesfioui, Mhamed
6
2013
Constant dividend barrier in a risk model with a generalized Farlie-Gumbel-Morgenstern copula. Zbl 1232.91343
Cossette, Hélène; Marceau, Etienne; Marri, Fouad
6
2011
Modeling catastrophes and their impact on insurance portfolios. Zbl 1084.62526
Cossette, Hélène; Duchesne, Thierry; Marceau, Étienne
5
2003
Collective risk models with dependence. Zbl 1410.91261
Cossette, Hélène; Marceau, Etienne; Mtalai, Itre
5
2019
Ruin-based risk measures in discrete-time risk models. Zbl 1447.91132
Cossette, Hélène; Marceau, Etienne; Trufin, Julien; Zuyderhoff, Pierre
5
2020
Distributional bounds for functions of dependent risks. Zbl 1187.91093
Cossette, H.; Denuit, M; Marceau, É.
4
2002
On two families of bivariate distributions with exponential marginals: aggregation and capital allocation. Zbl 1348.91137
Cossette, Hélène; Marceau, Etienne; Perreault, Samuel
4
2015
A note on the computation of sharp numerical bounds for the distribution of the sum, product or ratio of dependent risks. Zbl 1292.62077
Cossette, Hélène; Côté, Marie-Pier; Mailhot, Mélina; Marceau, Etienne
4
2014
Generalized least squares estimators for covariance parameters for credibility regression models with moving average errors. Zbl 1024.62043
Cossette, Hélène; Luong, Andrew
3
2003
Common mixture in the individual risk model. Zbl 1187.91094
Cossette, H.; Gaillardetz, P.; Marceau, E.
3
2002
Sarmanov family of bivariate distributions for multivariate loss reserving analysis. Zbl 1414.91154
Abdallah, Anas; Boucher, Jean-Philippe; Cossette, Hélène; Trufin, Julien
3
2016
Stochastic approximations of present value functions. Zbl 1187.91092
Cossette, H.; Denuit, Michel; Dhaene, J.; Marceau, É.
2
2001
Dynamic risk measures within discrete-time risk models. Zbl 1312.91057
Cossette, Hélène; Marceau, Etienne
2
2013
Classical regression model under zero-excess assumptions. Zbl 0847.62053
De Vylder, F.; Goovaerts, M.; Cossette, H.
2
1995
Composite likelihood estimation method for hierarchical Archimedean copulas defined with multivariate compound distributions. Zbl 1419.62120
Cossette, Hélène; Gadoury, Simon-Pierre; Marceau, Etienne; Robert, Christian Y.
2
2019
Impact of dependence among multiple claims in a single loss. Zbl 1103.91357
Cossette, Hélène; Denuit, Michel; Marceau, Etienne
2
2000
Analysis of the discounted sum of ascending ladder heights. Zbl 1284.91220
Cossette, Hélène; Landriault, David; Marceau, Etienne; Moutanabbir, Khouzeima
2
2012
Risk measures related to the surplus process in the compound Markov binomial model. Zbl 1333.91022
Cossette, H.; Landriault, D.; Marceau, É.
1
2004
Risk models with dependence between claim occurrences and severities for Atlantic hurricanes. Zbl 1291.91095
Boudreault, Mathieu; Cossette, Hélène; Marceau, Étienne
1
2014
Tail approximations for sums of dependent regularly varying random variables under Archimedean copula models. Zbl 1480.60140
Cossette, Hélène; Marceau, Etienne; Nguyen, Quang Huy; Robert, Christian Y.
1
2019
On sums of two counter-monotonic risks. Zbl 1445.91050
Chaoubi, Ihsan; Cossette, Hélène; Gadoury, Simon-Pierre; Marceau, Etienne
1
2020
Ruin-based risk measures in discrete-time risk models. Zbl 1447.91132
Cossette, Hélène; Marceau, Etienne; Trufin, Julien; Zuyderhoff, Pierre
5
2020
On sums of two counter-monotonic risks. Zbl 1445.91050
Chaoubi, Ihsan; Cossette, Hélène; Gadoury, Simon-Pierre; Marceau, Etienne
1
2020
Collective risk models with dependence. Zbl 1410.91261
Cossette, Hélène; Marceau, Etienne; Mtalai, Itre
5
2019
Composite likelihood estimation method for hierarchical Archimedean copulas defined with multivariate compound distributions. Zbl 1419.62120
Cossette, Hélène; Gadoury, Simon-Pierre; Marceau, Etienne; Robert, Christian Y.
2
2019
Tail approximations for sums of dependent regularly varying random variables under Archimedean copula models. Zbl 1480.60140
Cossette, Hélène; Marceau, Etienne; Nguyen, Quang Huy; Robert, Christian Y.
1
2019
Dependent risk models with Archimedean copulas: a computational strategy based on common mixtures and applications. Zbl 1398.62289
Cossette, Hélène; Marceau, Etienne; Mtalai, Itre; Veilleux, Déry
8
2018
Hierarchical Archimedean copulas through multivariate compound distributions. Zbl 1395.62112
Cossette, Hélène; Gadoury, Simon-Pierre; Marceau, Étienne; Mtalai, Itre
7
2017
Vector-valued tail value-at-risk and capital allocation. Zbl 1349.91319
Cossette, Hélène; Mailhot, Mélina; Marceau, Étienne; Mesfioui, Mhamed
8
2016
Sarmanov family of multivariate distributions for bivariate dynamic claim counts model. Zbl 1373.62507
Abdallah, Anas; Boucher, Jean-Philippe; Cossette, Hélène
7
2016
Sarmanov family of bivariate distributions for multivariate loss reserving analysis. Zbl 1414.91154
Abdallah, Anas; Boucher, Jean-Philippe; Cossette, Hélène; Trufin, Julien
3
2016
Modeling dependence between loss triangles with hierarchical Archimedean copulas. Zbl 1390.91154
Abdallah, Anas; Boucher, Jean-Philippe; Cossette, Hélène
10
2015
On two families of bivariate distributions with exponential marginals: aggregation and capital allocation. Zbl 1348.91137
Cossette, Hélène; Marceau, Etienne; Perreault, Samuel
4
2015
A note on the computation of sharp numerical bounds for the distribution of the sum, product or ratio of dependent risks. Zbl 1292.62077
Cossette, Hélène; Côté, Marie-Pier; Mailhot, Mélina; Marceau, Etienne
4
2014
Risk models with dependence between claim occurrences and severities for Atlantic hurricanes. Zbl 1291.91095
Boudreault, Mathieu; Cossette, Hélène; Marceau, Étienne
1
2014
Multivariate distribution defined with Farlie-Gumbel-Morgenstern copula and mixed Erlang marginals: aggregation and capital allocation. Zbl 1284.60027
Cossette, Hélène; Côté, Marie-Pier; Marceau, Etienne; Moutanabbir, Khouzeima
31
2013
Bivariate lower and upper orthant value-at-risk. Zbl 1304.91097
Cossette, Hélène; Mailhot, Mélina; Marceau, Étienne; Mesfioui, Mhamed
6
2013
Dynamic risk measures within discrete-time risk models. Zbl 1312.91057
Cossette, Hélène; Marceau, Etienne
2
2013
TVaR-based capital allocation for multivariate compound distributions with positive continuous claim amounts. Zbl 1235.91086
Cossette, Hélène; Mailhot, Mélina; Marceau, Étienne
23
2012
Analysis of the discounted sum of ascending ladder heights. Zbl 1284.91220
Cossette, Hélène; Landriault, David; Marceau, Etienne; Moutanabbir, Khouzeima
2
2012
Risk models based on time series for count random variables. Zbl 1218.91074
Cossette, Hélène; Marceau, Étienne; Toureille, Florent
16
2011
On the moments of aggregate discounted claims with dependence introduced by a FGM copula. Zbl 1214.91050
Bargès, Mathieu; Cossette, Hélène; Loisel, Stéphane; Marceau, Étienne
13
2011
Constant dividend barrier in a risk model with a generalized Farlie-Gumbel-Morgenstern copula. Zbl 1232.91343
Cossette, Hélène; Marceau, Etienne; Marri, Fouad
6
2011
Analysis of ruin measures for the classical compound Poisson risk model with dependence. Zbl 1226.91024
Cossette, Héléne; Marceau, Etienne; Marri, Fouad
25
2010
Discrete-time risk models on time series for count random variables. Zbl 1230.91071
Cossette, Hélène; Marceau, Etienne; Maume-Deschamps, Véronique
16
2010
TVaR-based capital allocation with copulas. Zbl 1231.91141
Bargès, Mathieu; Cossette, Hélène; Marceau, Étienne
34
2009
On the compound Poisson risk model with dependence based on a generalized Farlie-Gumbel-Morgenstern copula. Zbl 1151.91565
Cossette, Hélène; Marceau, Etienne; Marri, Fouad
70
2008
On a risk model with dependence between interclaim arrivals and claim sizes. Zbl 1145.91030
Boudreault, Mathieu; Cossette, Hélène; Landriault, David; Marceau, Etienne
94
2006
Ruin probabilities in the discrete time renewal risk model. Zbl 1090.60076
Cossette, Hélène; Landriault, David; Marceau, Etienne
9
2006
Compound binomial risk model in a Markovian environment. Zbl 1079.91049
Cossette, Hélène; Landriault, David; Marceau, Étienne
19
2004
Exact expressions and upper bound for ruin probabilities in the compound Markov binomial model. Zbl 1188.91086
Cossette, Hélène; Landriault, David; Marceau, Étienne
14
2004
Risk measures related to the surplus process in the compound Markov binomial model. Zbl 1333.91022
Cossette, H.; Landriault, D.; Marceau, É.
1
2004
Ruin probabilities in the compound Markov binomial model. Zbl 1092.91040
Cossette, Hélène; Landriault, David; Marceau, Étienne
37
2003
Modeling catastrophes and their impact on insurance portfolios. Zbl 1084.62526
Cossette, Hélène; Duchesne, Thierry; Marceau, Étienne
5
2003
Generalized least squares estimators for covariance parameters for credibility regression models with moving average errors. Zbl 1024.62043
Cossette, Hélène; Luong, Andrew
3
2003
On two dependent individual risk models. Zbl 1055.91044
Cossette, Hélène; Gaillardetz, Patrice; Marceau, Étienne; Rioux, Jacques
20
2002
Distributional bounds for functions of dependent risks. Zbl 1187.91093
Cossette, H.; Denuit, M; Marceau, É.
4
2002
Common mixture in the individual risk model. Zbl 1187.91094
Cossette, H.; Gaillardetz, P.; Marceau, E.
3
2002
Stochastic approximations of present value functions. Zbl 1187.91092
Cossette, H.; Denuit, Michel; Dhaene, J.; Marceau, É.
2
2001
The discrete-time risk model with correlated classes of business. Zbl 1103.91358
Cossette, Hélène; Marceau, Etienne
37
2000
Impact of dependence among multiple claims in a single loss. Zbl 1103.91357
Cossette, Hélène; Denuit, Michel; Marceau, Etienne
2
2000
Classical regression model under zero-excess assumptions. Zbl 0847.62053
De Vylder, F.; Goovaerts, M.; Cossette, H.
2
1995
all top 5

Cited by 447 Authors

29 Marceau, Étienne
28 Cossette, Hélène
14 Woo, Jae-Kyung
13 Yuen, Kam Chuen
12 Landriault, David
10 Cheung, Eric C. K.
9 Fu, Ke’ang
9 Hu, Xiang
8 Mailhot, Mélina
8 Yang, Hu
7 Ahn, Jae Youn
7 Denuit, Michel M.
7 Guo, Junyi
7 Loisel, Stéphane
7 Maume-Deschamps, Véronique
7 Vernic, Raluca
7 Zhang, Zhimin
6 Chen, Mi
6 Lefèvre, Claude
6 Shen, Xinmei
6 Zhang, Lianzeng
5 Côté, Marie-Pier
5 Genest, Christian
5 Lin, X. Sheldon
5 Oh, Rosy
5 Wang, Dehui
5 Willmot, Gordon E.
5 Xie, Jiehua
5 Zou, Wei
4 Albrecher, Hansjörg
4 Asmussen, Søren
4 Avanzi, Benjamin
4 Cai, Jun
4 Chen, Yiqing
4 Furman, Edward
4 Li, Jinzhu
4 Marri, Fouad
4 Moutanabbir, Khouzeima
4 Robert, Christian Yann
4 Sendova, Kristina P.
4 Trufin, Julien
3 Badescu, Andrei L.
3 Biard, Romain
3 Bolancé, Catalina
3 Di Bernardino, Elena
3 Eryılmaz, Serkan N.
3 Gadoury, Simon-Pierre
3 Gao, Jianwei
3 Gebizlioğlu, Ömer L.
3 Goovaerts, Marc J.
3 Guillen, Montserrat
3 Herrmann, Klaus
3 Hofert, Marius
3 Huang, Rongtan
3 Kolev, Nikolai
3 Kortschak, Dominik
3 Mesfioui, Mhamed
3 Mtalai, Itre
3 Nadarajah, Saralees
3 Prieto, Faustino
3 Ragulina, Olena
3 Ratovomirija, Gildas
3 Sarabia, José María
3 Su, Jianxi
3 Tan, Ken Seng
3 Tang, Qihe
3 Tank, Fatih
3 Taylor, Greg
3 Valdez, Emiliano A.
3 Wang, Guojing
3 Wong, Bernard
3 Wu, Xueyuan
3 Zhou, Ming
2 Abdallah, Anas
2 Adékambi, Franck
2 Aleksandrov, Boris
2 Asimit, Alexandru V.
2 Bao, Zhenhua
2 Beck, Nicholas
2 Bi, Xiuchun
2 Boucher, Jean-Philippe
2 Boudreault, Mathieu
2 Boxma, Onno Johan
2 Chaoubi, Ihsan
2 Cheng, Jianhua
2 Cheung, Ka Chun
2 Constantinescu, Corina D.
2 Cousin, Areski
2 Cuberos, A.
2 de Vylder, Florent Etienne
2 Dhaene, Jan
2 Drekic, Steve
2 Dutang, Christophe
2 Gijbels, Irène
2 Gómez-Déniz, Emilio
2 Gui, Wenyong
2 Hao, Yuan-Yuan
2 Heilpern, Stanisław
2 Huang, Ya
2 Jeong, Himchan
...and 347 more Authors
all top 5

Cited in 77 Serials

102 Insurance Mathematics & Economics
33 Scandinavian Actuarial Journal
19 Journal of Computational and Applied Mathematics
18 Communications in Statistics. Theory and Methods
16 Methodology and Computing in Applied Probability
14 ASTIN Bulletin
12 Statistics & Probability Letters
9 North American Actuarial Journal
8 European Actuarial Journal
6 Journal of Applied Probability
6 Journal of Inequalities and Applications
5 Acta Mathematicae Applicatae Sinica. English Series
5 Dependence Modeling
4 Journal of Multivariate Analysis
4 Applied Mathematics. Series B (English Edition)
3 Lithuanian Mathematical Journal
3 Applied Mathematics and Computation
3 Computational Statistics and Data Analysis
3 Acta Mathematica Sinica. English Series
3 Applied Stochastic Models in Business and Industry
3 Journal of Industrial and Management Optimization
3 Journal of the Korean Statistical Society
3 Modern Stochastics. Theory and Applications
2 Statistics
2 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
2 Stochastics
2 Journal of Statistical Theory and Practice
2 Risk and Decision Analysis
1 Advances in Applied Probability
1 Journal of Mathematical Analysis and Applications
1 Mathematical Methods in the Applied Sciences
1 Fuzzy Sets and Systems
1 Journal of Mathematical Economics
1 Journal of Statistical Planning and Inference
1 Mathematics and Computers in Simulation
1 Siberian Mathematical Journal
1 Statistica
1 Theoretical Computer Science
1 Stochastic Analysis and Applications
1 Acta Applicandae Mathematicae
1 Journal of Theoretical Probability
1 Science in China. Series A
1 Japan Journal of Industrial and Applied Mathematics
1 Applied Mathematical Modelling
1 International Journal of Computer Mathematics
1 Stochastic Processes and their Applications
1 Indagationes Mathematicae. New Series
1 Test
1 Journal of Mathematical Sciences (New York)
1 Opuscula Mathematica
1 Applied Mathematical Finance
1 Lifetime Data Analysis
1 Arab Journal of Mathematical Sciences
1 Journal of Nonparametric Statistics
1 Mathematical Problems in Engineering
1 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings
1 Abstract and Applied Analysis
1 Wuhan University Journal of Natural Sciences (WUJNS)
1 Discrete Dynamics in Nature and Society
1 Extremes
1 International Game Theory Review
1 Journal of Applied Mathematics
1 Stochastic Models
1 Statistical Methods and Applications
1 Advances in Difference Equations
1 Electronic Journal of Statistics
1 Probability Surveys
1 Science China. Mathematics
1 Operations Research and Decisions
1 Statistics & Risk Modeling
1 Arabian Journal of Mathematics
1 ISRN Probability and Statistics
1 Cogent Mathematics
1 AIMS Mathematics
1 Japanese Journal of Statistics and Data Science
1 Probability, Uncertainty and Quantitative Risk
1 Results in Applied Mathematics

Citations by Year