E-LIB Suche - Ergebnisse für: Mailhot, Mélina

1

Impact of combination methods on extreme precipitation proj..:

Jessup, Sébastien ; Mailhot, Mélina ; Pigeon, Mathieu
Annals of Actuarial Science. 17 (2023) 3 - p. 459-478 , 2023

Link: https://doi.org/10.1017/..

2

Smooth copula‐based generalized extreme value model and spa..:

Palacios‐Rodriguez, Fatima ; Bernardino, Elena Di ; Mailhot, Melina
Environmetrics. 34 (2023) 3 - p. , 2023

Link: https://doi.org/10.1002/..

3

Semi-parametric estimation of multivariate extreme expectil..:

Beck, Nicholas ; Di Bernardino, Elena ; Mailhot, Mélina
Journal of Multivariate Analysis. 184 (2021) - p. 104758 , 2021

Link: https://doi.org/10.1016/..

4

Tweedie double GLM loss triangles with dependence within an..:

Araiza Iturria, Carlos Andrés ; Godin, Frédéric ; Mailhot, Mélina
European Actuarial Journal. 11 (2021) 2 - p. 619-653 , 2021

Link: https://doi.org/10.1007/..

5

MULTIVARIATE GEOMETRIC TAIL- AND RANGE-VALUE-AT-RISK:

Herrmann, Klaus ; Hofert, Marius ; Mailhot, Mélina
ASTIN Bulletin. 50 (2019) 1 - p. 265-292 , 2019

Link: https://doi.org/10.1017/..

6

Multivariate geometric expectiles:

Herrmann, Klaus ; Hofert, Marius ; Mailhot, Mélina
Scandinavian Actuarial Journal. 2018 (2018) 7 - p. 629-659 , 2018

Link: https://doi.org/10.1080/..

7

Multivariate TVaR-Based Risk Decomposition for Vector-Value..:

Mailhot, Mélina ; Mesfioui, Mhamed
Risks. 4 (2016) 4 - p. 33 , 2016

Link: https://doi.org/10.3390/..

8

Vector-Valued Tail Value-at-Risk and Capital Allocation:

Cossette, Hélène ; Mailhot, Mélina ; Marceau, Étienne.
Methodology and Computing in Applied Probability. 18 (2015) 3 - p. 653-674 , 2015

Link: https://doi.org/10.1007/..

9

A note on the computation of sharp numerical bounds for the..:

Cossette, Hélène ; Côté, Marie-Pier ; Mailhot, Mélina.
Journal of Multivariate Analysis. 130 (2014) - p. 1-20 , 2014

Link: https://doi.org/10.1016/..

10

Bivariate lower and upper orthant value-at-risk:

Cossette, Hélène ; Mailhot, Mélina ; Marceau, Étienne.
European Actuarial Journal. 3 (2013) 2 - p. 321-357 , 2013

Link: https://doi.org/10.1007/..

11

TVaR-based capital allocation for multivariate compound dis..:

Cossette, Hélène ; Mailhot, Mélina ; Marceau, Étienne
Insurance: Mathematics and Economics. 50 (2012) 2 - p. 247-256 , 2012

Link: https://doi.org/10.1016/..

12

Asymptotic power of tests of normality under local alternat..:

Quessy, Jean-François ; Mailhot, Mélina
Journal of Statistical Planning and Inference. 141 (2011) 8 - p. 2787-2802 , 2011

Link: https://doi.org/10.1016/..

13

Uncertainty Propagation and Dynamic Robust Risk Measures:

Moresco, Marlon ; Mailhot, Mélina ; Pesenti, Silvana M
http://arxiv.org/abs/2308.12856. , 2023

Link: http://arxiv.org/abs/230..

14

Smooth Copula-based Generalized Extreme Value model and Spa..:

Palacios-Rodriguez, Fatima ; Di Bernardino, Elena ; Mailhot, Mélina
hal-03355026. , 2023

Link: https://hal.science/hal-..

15

Smooth Copula-based Generalized Extreme Value model and Spa..:

Palacios-Rodriguez, Fatima ; Di Bernardino, Elena ; Mailhot, Mélina
hal-03355026. , 2023

Link: https://hal.science/hal-..