| TVaR-based capital allocation for multivariate compound distributions with positive continuous claim amounts H Cossette, M Mailhot, É Marceau Insurance: Mathematics and Economics 50 (2), 247-256, 2012 | 64 | 2012 |
| Multivariate geometric expectiles K Herrmann, M Hofert, M Mailhot Scandinavian Actuarial Journal 2018 (7), 629-659, 2018 | 28 | 2018 |
| Bivariate lower and upper orthant value-at-risk H Cossette, M Mailhot, É Marceau, M Mesfioui European actuarial journal 3, 321-357, 2013 | 23 | 2013 |
| Vector-valued tail value-at-risk and capital allocation H Cossette, M Mailhot, E Marceau, M Mesfioui Methodology and Computing in Applied Probability 18, 653-674, 2016 | 22 | 2016 |
| Predicting extreme surges from sparse data using a copula‐based hierarchical Bayesian spatial model N Beck, C Genest, J Jalbert, M Mailhot Environmetrics 31 (5), e2616, 2020 | 14 | 2020 |
| Multivariate TVaR-based risk decomposition for vector-valued portfolios M Mailhot, M Mesfioui Risks 4 (4), 33, 2016 | 13 | 2016 |
| A note on the computation of sharp numerical bounds for the distribution of the sum, product or ratio of dependent risks H Cossette, MP Côté, M Mailhot, E Marceau Journal of Multivariate Analysis 130, 1-20, 2014 | 13 | 2014 |
| Asymptotic power of tests of normality under local alternatives JF Quessy, M Mailhot Journal of Statistical Planning and Inference 141 (8), 2787-2802, 2011 | 11 | 2011 |
| Range value-at-risk: Multivariate and extreme values R Bairakdar, L Cao, M Mailhot arXiv preprint arXiv:2005.12473, 2020 | 8 | 2020 |
| Multivariate geometric tail-and range-value-at-risk K Herrmann, M Hofert, M Mailhot ASTIN Bulletin: The Journal of the IAA 50 (1), 265-292, 2020 | 7 | 2020 |
| Tweedie double GLM loss triangles with dependence within and across business lines CA Araiza Iturria, F Godin, M Mailhot European Actuarial Journal 11 (2), 619-653, 2021 | 5 | 2021 |
| Smooth copula‐based generalized extreme value model and spatial interpolation for extreme rainfall in Central Eastern Canada F Palacios‐Rodriguez, ED Bernardino, M Mailhot Environmetrics 34 (3), e2795, 2023 | 4 | 2023 |
| Semi-parametric estimation of multivariate extreme expectiles N Beck, E Di Bernardino, M Mailhot Journal of Multivariate Analysis 184, 104758, 2021 | 4 | 2021 |
| A consistent estimator to the orthant-based tail value-at-risk N Beck, M Mailhot ESAIM: Probability and Statistics 22, 163-177, 2018 | 3 | 2018 |
| Uncertainty Propagation and Dynamic Robust Risk Measures M Moresco, M Mailhot, S Pesenti arXiv preprint arXiv:2308.12856, 2023 | 2 | 2023 |
| Reciprocal reinsurance treaties under an optimal and fair joint survival probability B Kchouk, M Mailhot Variance, 2016 | 2 | 2016 |
| Mesures de risque et dépendance M Mailhot | 2 | 2012 |
| Impact of combination methods on extreme precipitation projections S Jessup, M Mailhot, M Pigeon Annals of Actuarial Science 17 (3), 459-478, 2023 | 1 | 2023 |
| Puissances asymptotiques et à tailles finies de tests de normalité sous des alternatives locales M Mailhot Université du Québec à Trois-Rivières, 2009 | 1 | 2009 |
| Estimation of Generalized Tail Distortion Risk Measures with Applications in Reinsurance R Bairakdar, F Godin, M Mailhot, F Yang Available at SSRN 4826996, 2024 | | 2024 |
