| 2005 |
Moyenne conditionnelle tronquée pour un portefeuille de risques corrélés |
Ermilov, Andrey |
Bilodeau, Martin |
| 2019-01 |
Multivariate stochastic loss reserving with common shock approaches |
Vu, Phuong Anh |
Avanzi, Benjamin|Wong, Bernard|Taylor, Greg |
| 2012-06 |
New simulation schemes for the Heston model |
Bégin, Jean-François |
Bédard, Mylène|Gaillardetz, Patrice |
| 2011-07 |
On some aspects of coherent risk measures and their applications |
Assa, Hirbod |
Rémillard, Bruno|Morales, Manuel |
| 2012-08 |
On some Density Theorems in Number Theory and Group Theory |
Bardestani, Mohammad |
Granville, Andrew |
| 2014-12 |
On the design of customized risk measures in insurance, the problem of capital allocation and the theory of fluctuations for Lévy processes |
Omidi Firouzi, Hassan |
Morales, Manuel|Mailhot, Mélina |
| 2007 |
Opération d'intersection généralisée en théorie de Morse |
Charette, Francois |
Cornea, Octavian |
| 2009 |
Optimisation quadratique en variables binaires : quelques résultats et techniques |
Mbuntcha Wuntcha, Calvin |
Rosenberg, Ivo G. |
| 2006 |
Parameters estimation of the discrete stable distribution |
Jiang, Shu Mei |
Doray, Louis |
| 2018-06 |
Partition adaptative de l'espace dans un algorithme MCMC avec adaptation régionale |
Grenon-Godbout, Nicolas |
Bédard, Mylène |