13 citations · 24 across the 18 of their papers we have counts for
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q-fin.MF2024
Generalized FGM dependence: Geometrical representation and convex bounds on sums
Hélène Cossette, Etienne Marceau, Alessandro Mutti +1
Building on the one-to-one relationship between generalized FGM copulas and multivariate Bernoulli distributions, we prove that the class of multivariate distributions with general…
q-fin.MF2022★ 4 cited
Individual Claims Reserving using Activation Patterns
Marie Michaelides, Mathieu Pigeon, Hélène Cossette
The occurrence of a claim often impacts not one but multiple insurance coverages provided in the contract. To account for this multivariate feature, we propose a new individual cla…