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2. On the informational market efficiency of the worldwide sovereign credit default swaps. (2019). Sabkha, Saker ; Hmaied, Dorra ; Peretti, Christian.
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3. Dependence structure between the BRICS foreign exchange and stock markets using the dependence-switching copula approach. (2019). Tiwari, Aviral ; Kumar, Satish ; Ji, Qiang ; Chauhan, Yogesh.
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1. Copula-Based Risk Aggregation and the Significance of Reinsurance. (2025). Ismail, Isaudin ; Zhang, Aihua ; Dias, Alexandra.
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2. Efficient evaluation of risk allocations. (2025). Blier-Wong, Christopher ; Cossette, Hlne ; Marceau, Etienne.
   In: Insurance: Mathematics and Economics.
   RePEc:eee:insuma:v:122:y:2025:i:c:p:119-136.

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3. Risk models from tree-structured Markov random fields following multivariate Poisson distributions. (2024). Cot, Benjamin ; Cossette, H'Elene ; Dubeau, Alexandre ; Marceau, Etienne.
   In: Papers.
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4. Rank-Based Multivariate Sarmanov for Modeling Dependence between Loss Reserves. (2023). Wang, Lan ; Abdallah, Anas.
   In: Risks.
   RePEc:gam:jrisks:v:11:y:2023:i:11:p:187-:d:1268191.

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5. Risk aggregation with FGM copulas. (2023). Cossette, Helene ; Marceau, Etienne ; Blier-Wong, Christopher.
   In: Insurance: Mathematics and Economics.
   RePEc:eee:insuma:v:111:y:2023:i:c:p:102-120.

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6. A Weissman-type estimator of the conditional marginal expected shortfall. (2023). Goegebeur, Yuri ; le Ho, Nguyen Khanh ; Qin, Jing ; Guillou, Armelle.
   In: Econometrics and Statistics.
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7. Expectile-based capital allocation. (2022). Khalil, Said.
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8. On the Contaminated Weighted Exponential Distribution: Applications to Modeling Insurance Claim Data. (2022). Kharazmi, Omid ; Contreras-Reyes, Javier E ; Mahdavi, Abbas.
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9. Asymptotic results on marginal expected shortfalls for dependent risks. (2022). Li, Jinzhu.
   In: Insurance: Mathematics and Economics.
   RePEc:eee:insuma:v:102:y:2022:i:c:p:146-168.

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10. Tail dependence and heavy tailedness in extreme risks. (2021). Ji, Liuyan ; Tan, Ken Seng ; Yang, Fan.
    In: Insurance: Mathematics and Economics.
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11. Wishart‐gamma random effects models with applications to nonlife insurance. (2021). Lu, Yang ; Denuit, Michel.
    In: Journal of Risk & Insurance.
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12. Modeling premiums of non-life insurance companies in India. (2021). Chakrabarty, Siddhartha P ; Sethi, Kartik.
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13. Least Quartic Regression Criterion to Evaluate Systematic Risk in the Presence of Co-Skewness and Co-Kurtosis. (2020). arbia, giuseppe ; Facchinetti, Silvia ; Bramante, Riccardo.
    In: Risks.
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14. Ruin-based risk measures in discrete-time risk models. (2020). Zuyderhoff, Pierre ; Trufin, Julien ; Cossette, Helene ; Marceau, Etienne.
    In: Insurance: Mathematics and Economics.
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15. Concave distortion risk minimizing reinsurance design under adverse selection. (2020). Zhang, Yiying ; Phillip, Sheung Chi ; Cheung, Ka Chun ; Yuen, Fei Lung.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:91:y:2020:i:c:p:155-165.

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16. COVID-19, insurer board utility, and capital regulation. (2020). Li, Xuelian ; Lin, Panpan.
    In: Finance Research Letters.
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17. Wishart-Gamma mixtures for multiperil experience ratemaking, frequency-severity experience rating and micro-loss reserving. (2020). Lu, Yang ; Denuit, Michel.
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18. On the informational market efficiency of the worldwide sovereign credit default swaps. (2019). Sabkha, Saker ; Hmaied, Dorra ; Peretti, Christian.
    In: Journal of Asset Management.
    RePEc:pal:assmgt:v:20:y:2019:i:7:d:10.1057_s41260-019-00142-4.

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19. Collective risk models with dependence. (2019). Mtalai, Itre ; Cossette, Helene ; Marceau, Etienne.
    In: Insurance: Mathematics and Economics.
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20. Conditional excess risk measures and multivariate regular variation. (2019). Vicky, Fasen-Hartmann ; Bikramjit, Das.
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21. Copula approaches for modeling cross-sectional dependence of data breach losses. (2018). Jung, Kwangmin ; Eling, Martin.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:82:y:2018:i:c:p:167-180.

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22. On the evaluation of some multivariate compound distributions with Sarmanov’s counting distribution. (2018). Vernic, Raluca.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:79:y:2018:i:c:p:184-193.

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23. Dependent risk models with Archimedean copulas: A computational strategy based on common mixtures and applications. (2018). Mtalai, Itre ; Cossette, Helene ; Marceau, Etienne ; Veilleux, Dery.
    In: Insurance: Mathematics and Economics.
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24. CMPH: a multivariate phase-type aggregate loss distribution. (2017). Ricardas, Zitikis ; Jiandong, Ren.
    In: Dependence Modeling.
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25. Impact of Dependence on Some Multivariate Risk Indicators. (2017). Rulliere, Didier ; Maume-Deschamps, Veronique ; Said, Khalil.
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26. Capital Allocation for Sarmanov’s Class of Distributions. (2017). Vernic, Raluca.
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27. Impact of dependence on some multivariate risk indicators. (2017). Rulliere, Didier ; Said, Khalil ; Maume-Deschamps, Veronique.
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28. Bayesian Modelling, Monte Carlo Sampling and Capital Allocation of Insurance Risks. (2017). Targino, Rodrigo ; Wuthrich, Mario V ; Peters, Gareth W.
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29. Reserve modelling and the aggregation of risks using time varying copula models. (2017). Araichi, Sawssen ; Belkacem, Lotfi ; de Peretti, Christian.
    In: Economic Modelling.
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30. Impact of dependence on some multivariate risk indicators. (2015). Maume-Deschamps, Veronique ; Said, Khalil.
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31. On two families of bivariate distributions with exponential marginals: Aggregation and capital allocation. (2015). Perreault, Samuel ; Cossette, Helene ; Marceau, Etienne.
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    RePEc:eee:insuma:v:64:y:2015:i:c:p:214-224.

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32. Estimación del riesgo mediante el ajuste de cópulas. (2015). Guillen, Montserrat ; Bolance, Catalina ; Padilla, Alemar .
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33. Impact of dependence on some multivariate risk indicators. (2015). Rulliere, Didier ; Maume-Deschamps, V'Eronique ; Said, Khalil.
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34. Estimation of multivariate conditional-tail-expectation using Kendalls process. (2014). di Bernardino, Elena ; Prieur, Clmentine.
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35. A note on the computation of sharp numerical bounds for the distribution of the sum, product or ratio of dependent risks. (2014). Mailhot, Melina ; Cote, Marie-Pier ; Cossette, Helene ; Marceau, Etienne.
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36. On multivariate extensions of Conditional-Tail-Expectation. (2014). di Bernardino, Elena ; Cousin, Areski.
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    RePEc:eee:insuma:v:55:y:2014:i:c:p:272-282.

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37. Properties of a risk measure derived from the expected area in red. (2014). Loisel, Stéphane ; Trufin, Julien.
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38. Least quartic Regression Criterion with Application to Finance. (2014). arbia, giuseppe.
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39. On Multivariate Extensions of Conditional-Tail-Expectation. (2013). Di Bernardinoy, Elena ; Cousin, Areski.
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40. On Multivariate Extensions of Value-at-Risk. (2013). Di Bernadino, Elena ; Cousin, Areski.
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41. Simple risk measure calculations for sums of positive random variables. (2013). Sarabia, José María ; Prieto, Faustino ; Guillen, Montserrat.
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    RePEc:eee:insuma:v:53:y:2013:i:1:p:273-280.

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42. Multivariate distribution defined with Farlie–Gumbel–Morgenstern copula and mixed Erlang marginals: Aggregation and capital allocation. (2013). Cote, Marie-Pier ; Moutanabbir, Khouzeima ; Cossette, Helene ; Marceau, Etienne.
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    RePEc:eee:insuma:v:52:y:2013:i:3:p:560-572.

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43. Testing tail monotonicity by constrained copula estimation. (2013). Gijbels, Irene ; Sznajder, Dominik.
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    RePEc:eee:insuma:v:52:y:2013:i:2:p:338-351.

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44. On Multivariate Extensions of Value-at-Risk. (2013). Di Bernadino, Elena ; Cousin, Areski.
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45. Analysis of the discounted sum of ascending ladder heights. (2012). Moutanabbir, Khouzeima ; Cossette, Helene ; Marceau, Etienne ; Landriault, David.
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    RePEc:eee:insuma:v:51:y:2012:i:2:p:393-401.

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46. On the analysis of a general class of dependent risk processes. (2012). Woo, Jae-Kyung ; Willmot, Gordon E..
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    RePEc:eee:insuma:v:51:y:2012:i:1:p:134-141.

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47. TVaR-based capital allocation for multivariate compound distributions with positive continuous claim amounts. (2012). Marceau, tienne ; Mailhot, Mlina ; Cossette, Hlne.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:50:y:2012:i:2:p:247-256.

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