On two dependent individual risk models

By Hélène Cossette, Patrice Gaillardetz, É. Marceau, Jacques Rioux. 2002

69 citations recorded by the source corpus.

Subfields: Demography, Economics and Econometrics, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/c8408e46b0c44fc12ab37575b9490d31edc9cbc7

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Demography

1. Jan Dhaene
2. Michel Denuit
3. Hélène Cossette
4. É. Marceau
5. Rob Kaas
6. Mélina Mailhot
7. Marc J. Goovaerts
8. Ka Chun Cheung

In Economics and Econometrics

1. Michel Denuit
2. Hélène Cossette
3. É. Marceau
4. Rob Kaas
5. Mélina Mailhot
6. Jan Dhaene
7. Goovaerts Marc
8. Ka Chun Cheung

In Management Science and Operations Research

1. Michel Denuit
2. Jan Dhaene
3. Rob Kaas
4. Hélène Cossette
5. É. Marceau
6. Goovaerts Marc
7. Mélina Mailhot
8. Marc J. Goovaerts

Citations in the corpus

• TVaR-based capital allocation for multivariate compound distributions with positive continuous claim amounts (2012, methodology): “(2005), Cossette et al. (2002), Genest et al. (2003), Trivedi and Zimmer (2005) and Marceau (2009).”
• Actuarial Theory for Dependent Risks: Measures, Orders and Models (2005, background): “It is worth mentioning that for some particular models, the impact of dependence on ruin probabilities (and not only on Lundberg coefficients) has been studied; see Cossette and Marceau (2000), Yuen and Guo (2001) and Cossette, Landriault and Marceau (2003).”