Marceau, Etienne : rechercher sur Z-Library

Le plus grand référentiel d'articles scientifiques au monde. 70,000,000+ d'articles gratuitement.

Don't use scam websites

Livres
Articles (62)
Les plus populaires
Liste
- Liste
- Tableau

1

Modélisation et évaluation quantitative des risques en actuariat ||

Marceau, Étienne

Année:

2013

Fichier:

PDF, 52.46 MB

2013

2

Exact expressions and upper bound for ruin probabilities in the compound Markov binomial model

Hélène Cossette, David Landriault, Étienne Marceau

Journal:

Insurance: Mathematics and Economics

Année:

2004

Langue:

english

Fichier:

PDF, 172 KB

english, 2004

3

On the compound Poisson risk model with dependence based on a generalized Farlie–Gumbel–Morgenstern copula

Hélène Cossette, Etienne Marceau, Fouad Marri

Journal:

Insurance: Mathematics and Economics

Année:

2008

Langue:

english

Fichier:

PDF, 2.17 MB

english, 2008

4

Ruin probabilities in the discrete time renewal risk model

Hélène Cossette, David Landriault, Etienne Marceau

Journal:

Insurance: Mathematics and Economics

Année:

2006

Langue:

english

Fichier:

PDF, 305 KB

english, 2006

5

Acoustical model of vegetal wools including two types of fibers

Piégay, Clément, Glé, Philippe, Gourdon, Emmanuel, Gourlay, Etienne, Marceau, Sandrine

Journal:

Applied Acoustics

Année:

2018

Langue:

english

Fichier:

PDF, 2.15 MB

english, 2018

6

Dependent risk models with Archimedean copulas: A computational strategy based on common mixtures and applications

Cossette, Hélène, Marceau, Etienne, Mtalai, Itre, Veilleux, Déry

Journal:

Insurance: Mathematics and Economics

Année:

2017

Langue:

english

Fichier:

PDF, 1.92 MB

english, 2017

7

Aging of hemp shiv used for concrete

Delannoy, Guillaume, Marceau, Sandrine, Glé, Philippe, Gourlay, Etienne, Gueguen-Minerbe, Marielle, Diafi, Dinarzed, Nour, Issam, Amziane, Sofiane, Farcas, Fabienne

Journal:

Materials & Design

Année:

2018

Langue:

english

Fichier:

PDF, 2.32 MB

english, 2018

8

Analysis of ruin measures for the classical compound Poisson risk model with dependence

Cossette, Héléne, Marceau, Etienne, Marri, Fouad

Journal:

Scandinavian Actuarial Journal

Année:

2010

Langue:

english

Fichier:

PDF, 267 KB

english, 2010

9

Vector-Valued Tail Value-at-Risk and Capital Allocation

Cossette, Hélène, Mailhot, Mélina, Marceau, Étienne, Mesfioui, Mhamed

Journal:

Methodology and Computing in Applied Probability

Année:

2016

Langue:

english

Fichier:

PDF, 721 KB

english, 2016

10

On the discrete-time compound renewal risk model with dependence

Etienne Marceau

Journal:

Insurance: Mathematics and Economics

Année:

2009

Langue:

english

Fichier:

PDF, 3.65 MB

english, 2009

11

The discrete-time risk model with correlated classes of business

Hélène Cossette, Etienne Marceau

Journal:

Insurance: Mathematics and Economics

Année:

2000

Langue:

english

Fichier:

PDF, 127 KB

english, 2000

12

Risk models based on time series for count random variables

Hélène Cossette, Étienne Marceau, Florent Toureille

Journal:

Insurance: Mathematics and Economics

Année:

2011

Langue:

english

Fichier:

PDF, 292 KB

english, 2011

13

TVaR-based capital allocation for multivariate compound distributions with positive continuous claim amounts

Hélène Cossette, Mélina Mailhot, Étienne Marceau

Journal:

Insurance: Mathematics and Economics

Année:

2012

Langue:

english

Fichier:

PDF, 305 KB

english, 2012

14

Multivariate distribution defined with Farlie–Gumbel–Morgenstern copula and mixed Erlang marginals: Aggregation and capital allocation

Cossette, Hélène, Côté, Marie-Pier, Marceau, Etienne, Moutanabbir, Khouzeima

Journal:

Insurance: Mathematics and Economics

Année:

2013

Langue:

english

Fichier:

PDF, 868 KB

english, 2013

15

Ruin Probabilities in the Compound Markov Binomial Model

Cossette, Héléne, Landriault, David, Marceau, Étienne

Journal:

Scandinavian Actuarial Journal

Année:

2003

Langue:

english

Fichier:

PDF, 168 KB

english, 2003

16

Effect of water content on the acoustical and thermal properties of hemp concretes

Gourlay, Etienne, Glé, Philippe, Marceau, Sandrine, Foy, Cédric, Moscardelli, Sandrine

Journal:

Construction and Building Materials

Année:

2016

Langue:

english

Fichier:

PDF, 2.42 MB

english, 2016

17

Influence of accelerated aging on the properties of hemp concretes

Marceau, Sandrine, Glé, Philippe, Guéguen-Minerbe, Marielle, Gourlay, Etienne, Moscardelli, Sandrine, Nour, Issam, Amziane, Sofiane

Journal:

Construction and Building Materials

Année:

2017

Langue:

english

Fichier:

PDF, 2.51 MB

english, 2017

18

Tail Approximations for Sums of Dependent Regularly Varying Random Variables Under Archimedean Copula Models

Cossette, Hélène, Marceau, Etienne, Nguyen, Quang Huy, Robert, Christian Y.

Journal:

Methodology and Computing in Applied Probability

Année:

2018

Langue:

english

Fichier:

PDF, 672 KB

english, 2018

19

Influence of binder on the multiscale properties of hemp concretes

Delannoy, Guillaume, Marceau, Sandrine, Glé, Philippe, Gourlay, Etienne, Guéguen-Minerbe, Marielle, Diafi, Dinarzed, Nour, Issam, Amziane, Sofiane, Farcas, Fabienne

Journal:

European Journal of Environmental and Civil engineering

Année:

2018

Langue:

english

Fichier:

PDF, 3.43 MB

english, 2018

20

A Note on Univariate and Multivariate Mixed Exponential Distributions

Cossette, HHllne, Marceau, Etienne, Mtalai, Itre, Veilleux, DDry

Journal:

SSRN Electronic Journal

Année:

2018

Langue:

english

Fichier:

PDF, 3.04 MB

english, 2018

21

On the Impact of Stochastic Volatility, Interest Rates and Mortality on the Hedge Efficiency of GLWB Guarantees

Marceau, Etienne, Veilleux, Pierre-Alexandre

Journal:

SSRN Electronic Journal

Année:

2017

Langue:

english

Fichier:

PDF, 434 KB

english, 2017

22

Impact of hemp shiv extractives on hydration of Portland cement

Delannoy, Guillaume, Marceau, Sandrine, GlÃ©, Philippe, Gourlay, Etienne, GuÃ©guen-Minerbe, Marielle, Diafi, Dinarzed, Amziane, Sofiane, Farcas, Fabienne

Journal:

Construction and Building Materials

Année:

2020

Fichier:

PDF, 2.89 MB

2020

23

Durability of hemp concretes exposed to accelerated environmental aging

Delannoy, Guillaume, Marceau, Sandrine, GlÃ©, Philippe, Gourlay, Etienne, GuÃ©guen-Minerbe, Marielle, Amziane, Sofiane, Farcas, Fabienne

Journal:

Construction and Building Materials

Année:

2020

Fichier:

PDF, 3.39 MB

2020

24

Hierarchical copulas with Archimedean blocks and asymmetric between-block pairs

Chaoubi, Ihsan, Cossette, HÃ©lÃ¨ne, Marceau, Etienne, Robert, Christian Y.

Journal:

Computational Statistics & Data Analysis

Année:

2021

Fichier:

PDF, 5.89 MB

2021

25

TVaR-based capital allocation with copulas

Mathieu Bargès, Hélène Cossette, Étienne Marceau

Journal:

Insurance: Mathematics and Economics

Année:

2009

Langue:

english

Fichier:

PDF, 3.97 MB

english, 2009

26

On robustness in risk theory

Étienne Marceau, Jacques Rioux

Journal:

Insurance: Mathematics and Economics

Année:

2001

Langue:

english

Fichier:

PDF, 187 KB

english, 2001

27

On two dependent individual risk models

Hélène Cossette, Patrice Gaillardetz, Étienne Marceau, Jacques Rioux

Journal:

Insurance: Mathematics and Economics

Année:

2002

Langue:

english

Fichier:

PDF, 251 KB

english, 2002

28

Compound Poisson approximations for individual models with dependent risks

Christian Genest, Étienne Marceau, Mhamed Mesfioui

Journal:

Insurance: Mathematics and Economics

Année:

2003

Langue:

english

Fichier:

PDF, 273 KB

english, 2003

29

On life insurance reserves in a stochastic mortality and interest rates environment

Etienne Marceau, Patrice Gaillardetz

Journal:

Insurance: Mathematics and Economics

Année:

1999

Langue:

english

Fichier:

PDF, 240 KB

english, 1999

30

Impact of dependence among multiple claims in a single loss

Hélène Cossette, Michel Denuit, Etienne Marceau

Journal:

Insurance: Mathematics and Economics

Année:

2000

Langue:

english

Fichier:

PDF, 214 KB

english, 2000

31

Upper stop-loss bounds for sums of possibly dependent risks with given means and variances

Christian Genest, Étienne Marceau, Mhamed Mesfioui

Journal:

Statistics & Probability Letters

Année:

2002

Langue:

english

Fichier:

PDF, 234 KB

english, 2002

32

Adjustment Coefficient for Risk Processes in Some Dependent Contexts

Hélène Cossette, Etienne Marceau, Véronique Maume-Deschamps

Journal:

Methodology and Computing in Applied Probability

Année:

2011

Langue:

english

Fichier:

PDF, 489 KB

english, 2011

33

Constant Dividend Barrier in a Risk Model with a Generalized Farlie-Gumbel-Morgenstern Copula

Hélène Cossette, Etienne Marceau, Fouad Marri

Journal:

Methodology and Computing in Applied Probability

Année:

2011

Langue:

english

Fichier:

PDF, 503 KB

english, 2011

34

Compound binomial risk model in a markovian environment

Hélène Cossette, David Landriault, Étienne Marceau

Journal:

Insurance: Mathematics and Economics

Année:

2004

Langue:

english

Fichier:

PDF, 195 KB

english, 2004

35

Obituary of Professor Etienne De Vylder (1937–2004)

Hélène Cossette, Étienne Marceau

Journal:

Insurance: Mathematics and Economics

Année:

2004

Langue:

english

Fichier:

PDF, 64 KB

english, 2004

36

Generation of kinins during preparation and storage of whole blood–derived platelet concentrates

Marie Eve Moreau, Louis Thibault, Anik Désormeaux, Miguel Chagnon, Réal Lemieux, Pierre Robillard, François Marceau, Robert W. Colman, Yves Lepage, Georges-Étienne Rivard, Albert Adam

Journal:

Transfusion (Wiley)

Année:

2007

Langue:

english

Fichier:

PDF, 265 KB

english, 2007

37

On a compound Poisson risk model with dependence and in the presence of a constant dividend barrier

Hélène Cossette, Etienne Marceau, Fouad Marri

Journal:

Applied Stochastic Models in Business and Industry

Année:

2012

Langue:

english

Fichier:

PDF, 333 KB

english, 2012

38

Analysis of the discounted sum of ascending ladder heights

Hélène Cossette, David Landriault, Etienne Marceau, Khouzeima Moutanabbir

Journal:

Insurance: Mathematics and Economics

Année:

2012

Langue:

english

Fichier:

PDF, 459 KB

english, 2012

39

On a risk model with dependence between interclaim arrivals and claim sizes

Boudreault, Mathieu, Cossette, Hélène, Landriault, David, Marceau, Etienne

Journal:

Scandinavian Actuarial Journal

Année:

2006

Langue:

english

Fichier:

PDF, 241 KB

english, 2006

40

Bivariate lower and upper orthant value-at-risk

Cossette, Hélène, Mailhot, Mélina, Marceau, Étienne, Mesfioui, Mhamed

Journal:

European Actuarial Journal

Année:

2013

Langue:

english

Fichier:

PDF, 875 KB

english, 2013

41

Risk models with dependence between claim occurrences and severities for Atlantic hurricanes

Boudreault, Mathieu, Cossette, Hélène, Marceau, Étienne

Journal:

Insurance: Mathematics and Economics

Année:

2014

Langue:

english

Fichier:

PDF, 2.06 MB

english, 2014

42

A note on the computation of sharp numerical bounds for the distribution of the sum, product or ratio of dependent risks

Cossette, Hélène, Côté, Marie-Pier, Mailhot, Mélina, Marceau, Etienne

Journal:

Journal of Multivariate Analysis

Année:

2014

Langue:

english

Fichier:

PDF, 874 KB

english, 2014

43

Biliopancreatic diversion with duodenal switch improves insulin sensitivity and secretion through caloric restriction

Plourde, Charles-Étienne, Grenier-Larouche, Thomas, Caron-Dorval, Dominique, Biron, Simon, Marceau, Simon, Lebel, Stéfan, Biertho, Laurent, Tchernof, André, Richard, Denis, Carpentier, André C.

Journal:

Année:

2014

Langue:

english

Fichier:

PDF, 196 KB

english, 2014

44

Criteria for the Stochastic Ordering of Random Sums, with Actuarial Applications

Denuit, Michel, Genest, Christian, Marceau, Étienne

Journal:

Scandinavian Actuarial Journal

Année:

2002

Langue:

english

Fichier:

PDF, 245 KB

english, 2002

45

Erratum to: “Risk models with dependence between claim occurrences and severities for Atlantic hurricanes” [Insurance Math. Econom. 54 (2014) 123–132]

Boudreault, Mathieu, Cossette, Hélène, Marceau, Étienne

Journal:

Insurance: Mathematics and Economics

Année:

2015

Langue:

english

Fichier:

PDF, 300 KB

english, 2015

46

Discrete-Time Risk Models on Time Series for Count Random Variables

COSSETTE, Hélène, MARCEAU, Etienne, MAUME-DESCHAMPS, Véronique

Journal:

Année:

2010

Langue:

english

Fichier:

PDF, 775 KB

english, 2010

47

On two families of bivariate distributions with exponential marginals: Aggregation and capital allocation

Cossette, Hélène, Marceau, Etienne, Perreault, Samuel

Journal:

Insurance: Mathematics and Economics

Année:

2015

Langue:

english

Fichier:

PDF, 327 KB

english, 2015

48

A note on compound renewal risk models with dependence

Cossette, Hélène, Larrivée-Hardy, Etienne, Marceau, Etienne, Trufin, Julien

Journal:

Journal of Computational and Applied Mathematics

Année:

2015

Langue:

english

Fichier:

PDF, 476 KB

english, 2015

49

The isolated human umbilical vein as a bioassay for kinin-generating proteases: an in vitro model for therapeutic angioedema agents

Jean, Melissa, Raghavan, Arvind, Charles, Matthew L., Robbins, Mark S., Wagner, Eric, Rivard, Georges-Étienne, Charest-Morin, Xavier, Marceau, François

Journal:

Année:

2016

Langue:

english

Fichier:

PDF, 1.95 MB

english, 2016

50

Pension Plan Valuation and Mortality Projection

Cossette, Hélène, Delwarde, Antoine, Denuit, Michel, Guillot, Frédérick, Marceau, Étienne

Journal:

North American Actuarial Journal

Année:

2007

Langue:

english

Fichier:

PDF, 2.08 MB

english, 2007