1

CAT Bond Spreads via HARA Utility and Nonparametric Tests

Trottier, Denis-Alexandre, Lai, Van Son, Charest, Anne-Sophie
Journal:
The Journal of Fixed Income
Année:
2018
Langue:
english
Fichier:
PDF, 2.98 MB
english, 2018
4

Reinsurance or CAT Bond? How to Optimally Combine Both

Trottier, Denis-Alexandre, Lai, Van Son
Journal:
The Journal of Fixed Income
Année:
2017
Langue:
english
Fichier:
PDF, 2.56 MB
english, 2017
5

Signatures of chaos in the dynamics of quantum discord

Madhok, Vaibhav, Gupta, Vibhu, Trottier, Denis-Alexandre, Ghose, Shohini
Journal:
Physical Review E
Année:
2015
Langue:
english
Fichier:
PDF, 819 KB
english, 2015
8

LOCAL HEDGING OF VARIABLE ANNUITIES IN THE PRESENCE OF BASIS RISK

Trottier, Denis-Alexandre, Godin, Frédéric, Hamel, Emmanuel
Journal:
Astin Bulletin
Année:
2018
Langue:
english
Fichier:
PDF, 435 KB
english, 2018
10

Markov-Switching GARCH Models in R: The MSGARCH Package

Ardia, David, Bluteau, Keven, Boudt, Kris, Trottier, Denis-Alexandre
Journal:
SSRN Electronic Journal
Année:
2016
Langue:
english
Fichier:
PDF, 1.13 MB
english, 2016
11

A Characterization of CAT Bond Performance Indices

Trottier, Denis-Alexandre, Lai, Van Son, Godin, Frrddric
Journal:
SSRN Electronic Journal
Année:
2018
Langue:
english
Fichier:
PDF, 303 KB
english, 2018
12

A characterization of CAT bond performance indices

Trottier, Denis-Alexandre, Lai, Van Son, Godin, Frédéric
Journal:
Finance Research Letters
Année:
2018
Langue:
english
Fichier:
PDF, 375 KB
english, 2018
13

Reinsurance or Cat Bond? How to Optimally Combine Both

Trottier, Denis-Alexandre, Lai, Van Son
Journal:
SSRN Electronic Journal
Année:
2016
Langue:
english
Fichier:
PDF, 543 KB
english, 2016
14

A New Class of Probability Distortion Operators with an Application to CAT Bonds

Trottier, Denis-Alexandre, Lai, Van Son
Journal:
SSRN Electronic Journal
Année:
2017
Langue:
english
Fichier:
PDF, 706 KB
english, 2017