Concepedia

Étienne Marceau

ÉM

37

Publications

1.6K

Citations

22

H-Index

1996

Active since

Affiliations

Université Laval(Current)

Actua

Université du Québec à Trois-Rivières

Université Claude Bernard Lyon 1

Concordia University

Étienne Marceau is an author at Université Laval specializing in statistics, risk management, and engineering.

Top concepts

StatisticsEngineeringRisk ManagementProbabilityFinanceBusinessManagementCopulasEconomicsEconomic Analysis

Publications per year

1996–2023

37

Publications

37

On a risk model with dependence between interclaim arrivals and claim sizes

Mathieu Boudreault, Hélène Cossette, David Landriault et al. · Scandinavian Actuarial Journal · 2006 · 191 citations

Stochastic bounds on sums of dependent risks

Michel Denuit, Christian Genest, Étienne Marceau · Insurance Mathematics and Economics · 1999 · 142 citations

Engineering, Risk Management, Stochastic Calculus +5

On the compound Poisson risk model with dependence based on a generalized Farlie–Gumbel–Morgenstern copula

Hélène Cossette, Étienne Marceau, Fouad Marri · Insurance Mathematics and Economics · 2008 · 136 citations

Engineering, Generalized Farlie–gumbel–morgenstern Copula, Risk Management +3

TVaR-based capital allocation with copulas

Mathieu Bargès, Hélène Cossette, Étienne Marceau · Insurance Mathematics and Economics · 2009 · 97 citations

Mathematical Programming, Portfolio Optimization, Computational Finance +8

The discrete-time risk model with correlated classes of business

Hélène Cossette, Étienne Marceau · Insurance Mathematics and Economics · 2000 · 85 citations

Financial Risk Management, Risk Management, Management +8

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