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Rapports techniques

Boudreault, Mathieu and Cossette, Hélène and Marceau, Etienne, On a Joint Frequency and Severity Loss Model Applied to Earthquake Risk (August 9, 2017).

Marceau, E., Veilleux, P., On the Impact of Stochastic Volatility, Interest Rates and Mortality on the Hedge Efficiency of GLWB Guarantees (August 9, 2017).

Cossette, H., Landriault, D., Marceau, E., (2001). A general recursive formula for the discrete stable and Linnik distributions and a family of extensions. Corpus Université Laval.

Marceau, Etienne. "Optimization of the Ultimate Ruin Probability in Risk Theory." Actuarial Research Clearing House: ARCH. 1 (1999): 135.

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