| 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 |
| 2012-08 |
On some Density Theorems in Number Theory and Group Theory |
Bardestani, Mohammad |
Granville, Andrew |
| 2011-07 |
On some aspects of coherent risk measures and their applications |
Assa, Hirbod |
Rémillard, Bruno|Morales, Manuel |
| 2012-06 |
New simulation schemes for the Heston model |
Bégin, Jean-François |
Bédard, Mylène|Gaillardetz, Patrice |
| 2019-01 |
Multivariate stochastic loss reserving with common shock approaches |
Vu, Phuong Anh |
Avanzi, Benjamin|Wong, Bernard|Taylor, Greg |
| 2005 |
Moyenne conditionnelle tronquée pour un portefeuille de risques corrélés |
Ermilov, Andrey |
Bilodeau, Martin |
| 2003 |
Moyennage bayésien de modèles de régression linéaire simple |
Dragomir, Elena Alice |
|
| 2016-09 |
Modules réflexifs de rang 1 sur les variétés nilpotentes |
Jauffret, Colin |
Broer, Abraham |
| 2018-01 |
Modeling and Numerical Simulation of the clot detachment from a blood vessel wall |
Golyari, Sara |
Owens, Robert Gwyn |
| 2021-01 |
Modèles de Markov à variables latentes : matrice de transition non-homogène et reformulation hiérarchique |
Lemyre, Gabriel |
Augustyniak, Maciej |