De Vylder, F., Goovaerts, M., Marceau, E. (1997). The bi-atomic uniform solution of Schmitter’s problem. Insurance: Mathematics and Economics 20, 59-78.

Gendron, M., Marceau, E. (1999). L'accès à l'assurance-habitation dans les quartiers centraux de quatre villes québécoises. Assurances : Revue d'assurances et de gestion des risques, octobre 1999, 479-494.

De Vylder, F., Goovaerts, M., Marceau, E. (1997). The solution to Schmitter’s simple problem: numerical illustration. Insurance: Mathematics and Economics 20, 43-58.pdf

Denuit, M., Genest, C., Marceau, E. (1999). Stochastic bounds on sums of dependent risks. Insurance: Mathematics and Economics 25, 85-104.

De Vylder, F., Marceau, E. (1996). Classical numerical ruin probabilities. Scandinavian Actuarial Journal, 109-123.

Gaillardetz, P., Marceau, E. (1999). On life insurance reserves in a stochastic Mortality and Interest Rates Environment. Insurance: Mathematics and Economics 25, 261-280.

De Vylder, F., Marceau, E. (1995). Explicit analytic ruin probabilities for bounded claims. Insurance: Mathematics and Economics 16, 79-105.

De Vylder, F., Marceau, E. (1996). Numerical solution of the Schmitter problems: theory. Insurance: Mathematics and Economics 20, 1-18.

Cossette, H., Denuit, M., Marceau, E. (2000). The impact of dependence among multiple claims in a single loss. Insurance: Mathematics and Economics 26, 213-222.pdf

Cossette, H., Gaillardetz, P., Marceau, E., Rioux, J. (2002). On two dependent individual risk models. Insurance: Mathematics and Economics 30, 153-166.pdf

Cossette, H., Denuit, M., Dhaene, J., Marceau, E. (2001). Stochastic approximations of present value functions. Bulletin de l’Association suisse des actuaires, 15-28.

Cossette, H., Landriault, D., Marceau, E. (2004). Compound binomial risk model in a markovian environment. Insurance: Mathematics and Economics 35, 425-443.pdf

Genest, C., Marceau, E., Mesfioui, M. (2003). Compound poisson approximations of individual models with dependent risks, Insurance: Mathematics and Economics 32, 73-81.

Cossette, H., Marceau, E. (2000). The discrete-time risk model with correlated Classes of buiness. Insurance: Mathematics and Economics 26, 133-149.pdf

Cossette, H., Denuit, M., Marceau, E. (2002). Distributional bounds for functions of dependent risks ". Bulletin de l’Association suisse des actuaires, 45-65.

Cossette, H., Landriault, D., Marceau, E. (2004). Risk measures related to the surplus process in the compound Markov binomial model. Bulletin de l’Association suisse des actuaires, 77-114.pdf

Cossette, H., Landriault, D., Marceau, E. (2004). Exact expressions and upper bound for ruin probabilities in the compound Markov binomial model. Insurance: Mathematics and Economics 34, 449-466.pdf

Cossette, H., Gaillardetz, P., Marceau, E. (2002). Common mixtures in the individual risk model, Bulletin de l’Association suisse des actuaires, 131-157.pdf

Denuit, M. Genest, C., Marceau, E. (2002). Criteria for the stochastic ordering of random sums, with actuarial applications. Scandinavian Actuarial Journal, 3-16.pdf

Cossette, H., Landriault, D., Marceau, E. (2003). Ruin probabilities in the compound Markov binomial model, Scandinavian Actuarial Journal, 301-323.pdf

Marceau, E., Rioux, J. (2001). On robustness in risk theory. Insurance: Mathematics and Economics 29, 167-185.

Genest, C., Marceau, E., Mesfioui, M. (2002). Upper stop-loss bounds for sums of possibly dependent risks with given means and variances. Statistics and Probability Letters 57, 33-41.

Cossette, H., Duchesne, T., Marceau, E. (2003). Modelling catastrophes and their Impact on Insurance Portfolios, North American Actuarial Journal 7 (4), 1-22.pdf

Cossette H., Luong A. (2003), Generalized least squares estimators for covariance parameters for credibility regression models with moving average errors, Insurance: Mathematics and Economics, Volume 32, Issue 2, 2003, Pages 281-293

Boudreault, M., Cossette, H., Landriault, D., Marceau, E. (2006). On a risk model with dependence between interclaim arrivals and claim sizes. Scandinavian Actuarial Journal, 265-285.pdf

Cossette, H., Marceau, E., Marri, F. (2008). On the compound Poisson risk model with dependence based on a generalized Farlie–Gumbel–Morgenstern copula. Insurance: Mathematics and Economics, 43(3), 444-455.

Bargès, M., Cossette, H., & Marceau, E. (2009). TVaR-based capital allocation with copulas. Insurance: Mathematics and Economics, 45(3), 348-361.

Cossette, H., Delwarde, A., Denuit, M., Guillot, F., Marceau, E. (2007). Pension plan valuation and dynamic mortality tables. North American Actuarial Journal 11 (2), 1-34.pdf

Cossette, H., Landriault, D., Marceau, E. (2006). Ruin probabilities in the discrete-time renewal risk model. Insurance: Mathematics and Economics 38, 309-323.pdf

Marceau, E. (2009). On the discrete-time compound renewal risk model with dependence. Insurance: Mathematics and Economics, 44(2), 245-259.

Cossette, H., Côté, M. P., Mailhot, M., Marceau, E. (2014). A note on the computation of sharp numerical bounds for the distribution of the sum, product or ratio of dependent risks. Journal of Multivariate Analysis, 130, 1-20.

Cossette, H., Côté, M. P., Marceau, E., Moutanabbir, K. (2013). Multivariate distribution defined with Farlie–Gumbel–Morgenstern copula and mixed Erlang marginals: Aggregation and capital allocation. Insurance: Mathematics and Economics, 52(3), 560-572.

Cossette, H., Marceau, E., Maume-Deschamps, V. (2011). Adjustment coefficient for risk processes in some dependent contexts. Methodology and Computing in Applied Probability, 13(4), 695-721.

Cossette, H., Marceau, E., Marri, F. (2010). Analysis of ruin measures for the classical compound Poisson risk model with dependence. Scandinavian Actuarial Journal, 2010(3), 221-245.

Cossette, H., Marceau, E., Marri, F. (2014). On a compound Poisson risk model with dependence and in the presence of a constant dividend barrier. Applied Stochastic Models in Business and Industry, 30(2), 82-98.

Cossette, H., Marceau, É., Toureille, F. (2011). Risk models based on time series for count random variables. Insurance: Mathematics and Economics, 48(1), 19-28.

Cossette, H., Marceau, E. (2013). Dynamic risk measures within discrete-time risk models and stochastic orders. In : SORR2011 Stochastic Orders in Reliability and Risk Management. In Honor of Professor Moshe Shaked (Editors: Haijun Li, Xiaohu Li). Lecture Notes in Statistics, Springer Verlag.pdf

Cossette, H., Landriault, D., Marceau, E., Moutanabbir, K. (2012). Analysis of the discounted sum of ascending ladder heights. Insurance: Mathematics and Economics, 51(2), 393-401.

Boudreault, M., Cossette, H., Marceau, E. (2014). Risk models with dependence between claim occurrences and severities for Atlantic hurricanes. Insurance: Mathematics and Economics, 54, 123-132.

Cossette, H., Marceau, E., Maume-Deschamps, V. (2010). Discrete-time risk models based on time series for count random variables. ASTIN Bulletin: The Journal of the IAA, 40(1), 123-150.

Barges, M., Cossette, H., Loisel, S., Marceau, E. (2011). On the moments of aggregate discounted claims with dependence introduced by a FGM copula. ASTIN Bulletin: The Journal of the IAA, 41(1), 215-238.

Cossette, H., Mailhot, M., Marceau, E. (2012). TVaR-based capital allocation for multivariate compound distributions with positive continuous claim amounts. Insurance: Mathematics and Economics, 50(2), 247-256.

Cossette, H., Marceau, E., Marri, F. (2011). Constant dividend barrier in a risk model with a generalized Farlie-Gumbel-Morgenstern copula. Methodology and Computing in Applied Probability, 13, 487-510.

Cossette, H., Mailhot, M., Marceau, E., Mesfioui, M. (2013). Bivariate lower and upper orthant value-at-risk. European actuarial journal, 3, 321-357.

Cossette, H., Gadoury, S. P., Marceau, E., Mtalai, I. (2017). Hierarchical Archimedean copulas through multivariate compound distributions. Insurance: Mathematics and Economics, 76, 1-13.

Abdallah, A., Boucher, J., Cossette, H. (2015). Modeling Dependance Between Loss Triangles with Hierarchical Archimedean Copoulas, ASTIN Bulletin, 45(3), 577-599.

Blier-Wong, C., Cossette, H., Marceau, E. (2022). Stochastic representation of FGM copulas using multivariate Bernoulli random variables. Computational Statistics & Data Analysis, 173, 107506.

Cossette, H., Mailhot, M., Marceau, E., Mesfioui, M. (2016). Vector-valued tail value-at-risk and capital allocation. Methodology and Computing in Applied Probability, 18, 653-674.

Abdallah, A., Boucher, J., Cossette, H., Trufin, J., (2016), Sarmanov Family of Multivariate Distributions for Bivariate Dynamic Claim Counts Model, Insurance: Mathematics and Economics, Volume 68, 2016, Pages 120-133

Cossette, H., Gadoury, S. P., Marceau, E., Robert, C. Y. (2019). Composite likelihood estimation method for hierarchical Archimedean copulas defined with multivariate compound distributions. Journal of Multivariate Analysis, 172, 59-83.

Abdallah, A., Boucher, J., Cossette, H., Trufin, J., (2016) Sarmanov Family of Bivariate Distributions for Multivariate Loss Reserving Analysis, North American Actuarial Journal, 20:2, 184-200

Cossette, H., Marceau, E., Mtalai, I. (2019). Collective risk models with dependence. Insurance: Mathematics and Economics, 87, 153-168.

Cossette, H., Marceau, E., Mtalai, I., Veilleux, D. (2018). Dependent risk models with Archimedean copulas: A computational strategy based on common mixtures and applications. Insurance: Mathematics and Economics, 78, 53-71.

Cossette, H., Marceau, E., Nguyen, Q. H., Robert, C. Y. (2019). Tail approximations for sums of dependent regularly varying random variables under archimedean copula models. Methodology and Computing in Applied Probability, 21, 461-490.

Abdallah, A., Boucher, J. P., Cossette, H. (2016). Sarmanov family of multivariate distributions for bivariate dynamic claim counts model. Insurance: Mathematics and Economics, 68, 120-133.

Cossette, H., Larrivée-Hardy, E., Marceau, E., Trufin, J. (2015). A note on compound renewal risk models with dependence. Journal of computational and applied mathematics, 285, 295-311.

Cossette, H., Marceau, E., Perreault, S. (2015). On two families of bivariate distributions with exponential marginals: Aggregation and capital allocation. Insurance: Mathematics and Economics, 64, 214-224.

Abdallah, A., Boucher, J. P., Cossette, H., Trufin, J. (2016). Sarmanov family of bivariate distributions for multivariate loss reserving analysis. North American Actuarial Journal, 20(2), 184-200.

Abdallah, A., Boucher, J. P., Cossette, H. (2015). Modeling dependence between loss triangles with hierarchical Archimedean copulas. ASTIN Bulletin: The Journal of the IAA, 45(3), 577-599.

Cossette, H., Landriault, D., Marceau, E., Moutanabbir (2017). Moment-Based Approximation with Finite Mixed Erlang Distributions. Variance. In press.

Michaelides, M., Pigeon, M., Cossette, H. (2023). Individual claims reserving using activation patterns. European Actuarial Journal, 13(2), 837-869.

Blier-Wong, C., Cossette, H., Marceau, E. (2023). Risk aggregation with FGM copulas. Insurance: Mathematics and Economics, 111, 102-120.

Blier-Wong, C., Lamontagne, L., Marceau, E. (2024). A representation-learning approach for insurance pricing with images. ASTIN Bulletin: The Journal of the IAA, 54(2), 280-309.

Cossette, H., Marceau, E., Trufin, J., Zuyderhoff, P. (2020). Ruin-based risk measures in discrete-time risk models. Insurance: Mathematics and Economics, 93, 246-261.

Cossette, H., Marceau, E., Mtalai, I., Veilleux, D. (2021). Univariate and multivariate mixtures of exponential distributions, with applications in risk modeling. Applied Stochastic Models in Business and Industry, 37(4), 675-702.

Blier-Wong, C., Cossette, H., Marceau, E. (2024). Exchangeable FGM copulas. Advances in Applied Probability, 56(1), 205-234.

Blier-Wong, C., Cossette, H., Legros, S., Marceau, E. (2024). A new method to construct high-dimensional copulas with Bernoulli and Coxian-2 distributions. Journal of Multivariate Analysis, 201, 105261.

Chaoubi, I., Besse, C., Cossette, H., Côté, M. P. (2023). Micro‐level reserving for general insurance claims using a long short‐term memory network. Applied Stochastic Models in Business and Industry, 39(3), 382-407.

Chaoubi, I., Cossette, H., Marceau, E., Robert, C. Y. (2021). Hierarchical copulas with Archimedean blocks and asymmetric between-block pairs. Computational Statistics & Data Analysis, 154, 107071.

Turcotte, R., Cossette, H., Pigeon, M. (2021). Working with a Parametric Copula-Based model for Individual Non-Life Loss Reserving. Variance, 14(2)

Chaoubi, I., Cossette, H., Gadoury, S. P., Marceau, E. (2020). On sums of two counter-monotonic risks. Insurance: Mathematics and Economics, 92, 47-60.

Blier-Wong, C., Cossette, H., Marceau, E. (2025). Collective risk models with FGM dependence. Scandinavian Actuarial Journal, 2025(2), 139-167.

Blier-Wong, C., Cossette, H., Marceau, E. (2025). Efficient evaluation of risk allocations. Insurance: Mathematics and Economics, 122, 119-136.

Pigeon, M., Cossette, H. (2025). A Comparison of Two Individual Tree-Based Loss Reserving Methods. Variance, 18.

Côté, B., Cossette, H., Marceau, E. (2025). Tree-structured Markov random fields with Poisson marginal distributions. Journal of Multivariate Analysis, 105418.

Michaelides, M., Cossette, H., Pigeon, M. (2025). Simulations of Bivariate Archimedean Copulas from Their Nonparametric Generators for Loss Reserving under Flexible Censoring. North American Actuarial Journal, 1-28.