Etienne Marceau

Etienne Marceau

Université Laval - Québec / Canada
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 650131
Laval University
person_outline Etienne Marceau's MOST POPULAR ARTICLES
1-) On a risk model with dependence between interclaim arrivals and claim sizesM Boudreault, H Cossette, D Landriault, E MarceauScandinavian Actuarial Journal 2006 (5), 265-285, 20062192006
2-) Stochastic bounds on sums of dependent risksM Denuit, C Genest, É MarceauInsurance: Mathematics and Economics 25 (1), 85-104, 19991781999
3-) On the compound Poisson risk model with dependence based on a generalized Farlie–Gumbel–Morgenstern copulaH Cossette, E Marceau, F MarriInsurance: Mathematics and Economics 43 (3), 444-455, 20081572008
4-) The discrete-time risk model with correlated classes of businessH Cossette, E MarceauInsurance: Mathematics and Economics 26 (2-3), 133-149, 20001562000
5-) TVaR-based capital allocation with copulasM Bargès, H Cossette, E MarceauInsurance: Mathematics and Economics 45 (3), 348-361, 20091312009