Modeling dependence between loss triangles with hierarchical Archimedean copulas A Abdallah, JP Boucher, H Cossette ASTIN Bulletin: The Journal of the IAA 45 (3), 577-599, 2015 | 48 | 2015 |
Sarmanov family of multivariate distributions for bivariate dynamic claim counts model A Abdallah, JP Boucher, H Cossette Insurance: Mathematics and Economics 68, 120-133, 2016 | 45 | 2016 |
Rank-based methods for modeling dependence between loss triangles MP Côté, C Genest, A Abdallah European Actuarial Journal 6, 377-408, 2016 | 33 | 2016 |
Sarmanov family of bivariate distributions for multivariate loss reserving analysis A Abdallah, JP Boucher, H Cossette, J Trufin North American Actuarial Journal 20 (2), 184-200, 2016 | 17 | 2016 |
Modèles de dépendance hiérarchique pour l'évaluation des passifs et la tarification en actuariat A Abdallah | 2 | 2016 |
Les réserves stochastiques: se provisionner autrement! A Abdallah Conférence de l’AAIARD, 2012 | 2 | 2012 |
Rank-Based Multivariate Sarmanov for Modeling Dependence between Loss Reserves A Abdallah, L Wang Risks 11 (11), 187, 2023 | 1 | 2023 |
Recurrent Neural Networks for Multivariate Loss Reserving and Risk Capital Analysis P Cai, A Abdallah, P Jeganathan arXiv preprint arXiv:2402.10421, 2024 | | 2024 |