| On a risk model with dependence between interclaim arrivals and claim sizes M Boudreault, H Cossette, D Landriault, E Marceau Scandinavian Actuarial Journal 2006 (5), 265-285, 2006 | 249 | 2006 |
| Stochastic bounds on sums of dependent risks M Denuit, C Genest, É Marceau Insurance: Mathematics and Economics 25 (1), 85-104, 1999 | 203 | 1999 |
| On the compound Poisson risk model with dependence based on a generalized Farlie–Gumbel–Morgenstern copula H Cossette, E Marceau, F Marri Insurance: Mathematics and Economics 43 (3), 444-455, 2008 | 186 | 2008 |
| The discrete-time risk model with correlated classes of business H Cossette, E Marceau Insurance: Mathematics and Economics 26 (2-3), 133-149, 2000 | 156 | 2000 |
| TVaR-based capital allocation with copulas M Bargès, H Cossette, E Marceau Insurance: Mathematics and Economics 45 (3), 348-361, 2009 | 137 | 2009 |
| Machine learning in P&C insurance: A review for pricing and reserving C Blier-Wong, H Cossette, L Lamontagne, E Marceau Risks 9 (1), 4, 2020 | 117 | 2020 |
| On two dependent individual risk models H Cossette, P Gaillardetz, É Marceau, J Rioux Insurance: Mathematics and Economics 30 (2), 153-166, 2002 | 107 | 2002 |
| Ruin probabilities in the compound Markov binomial model H Cossette, D Landriault, É Marceau Scandinavian Actuarial Journal 2003 (4), 301-323, 2003 | 95 | 2003 |
| Analysis of ruin measures for the classical compound Poisson risk model with dependence H Cossette, E Marceau, F Marri Scandinavian Actuarial Journal 2010 (3), 221-245, 2010 | 93 | 2010 |
| Multivariate distribution defined with Farlie–Gumbel–Morgenstern copula and mixed Erlang marginals: Aggregation and capital allocation H Cossette, MP Côté, E Marceau, K Moutanabbir Insurance: Mathematics and Economics 52 (3), 560-572, 2013 | 92 | 2013 |
| On the moments of aggregate discounted claims with dependence introduced by a FGM copula M Barges, H Cossette, S Loisel, E Marceau ASTIN Bulletin: The Journal of the IAA 41 (1), 215-238, 2011 | 80 | 2011 |
| Pension plan valuation and mortality projection: a case study with mortality data H Cossette, A Delwarde, M Denuit, F Guillot, É Marceau North American Actuarial Journal 11 (2), 1-34, 2007 | 69 | 2007 |
| On life insurance reserves in a stochastic mortality and interest rates environment E Marceau, P Gaillardetz Insurance: Mathematics and Economics 25 (3), 261-280, 1999 | 67 | 1999 |
| TVaR-based capital allocation for multivariate compound distributions with positive continuous claim amounts H Cossette, M Mailhot, É Marceau Insurance: Mathematics and Economics 50 (2), 247-256, 2012 | 65 | 2012 |
| Compound Poisson approximations for individual models with dependent risks C Genest, É Marceau, M Mesfioui Insurance: Mathematics and Economics 32 (1), 73-91, 2003 | 59 | 2003 |
| Criteria for the stochastic ordering of random sums, with actuarial applications M Denuit, C Genest, É Marceau Scandinavian Actuarial Journal 2002 (1), 3-16, 2002 | 57 | 2002 |
| Compound binomial risk model in a Markovian environment H Cossette, D Landriault, É Marceau Insurance: Mathematics and Economics 35 (2), 425-443, 2004 | 52 | 2004 |
| Classical numerical ruin probabilities F De Vylder, E Marceau Scandinavian Actuarial Journal 1996 (2), 109-123, 1996 | 45 | 1996 |
| Exact expressions and upper bound for ruin probabilities in the compound Markov binomial model H Cossette, D Landriault, É Marceau Insurance: Mathematics and Economics 34 (3), 449-466, 2004 | 44 | 2004 |
| Distributional bounds for functions of dependent risks H Cossette, M Denuit, E Marceau Schweiz. Aktuarver. Mitt 1 (45-65), 69, 2002 | 40 | 2002 |
David LandriaultUniversity of WaterlooVerified email at uwaterloo.ca
