Group for Research in Decision Analysis

Publications

Mathieu Boudreault

Articles

Hedging variable annuities: How often should the hedging portfolio be rebalanced?
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Risk & Rewards, 71, 1–7, 2018 BibTeX reference
Compendium of credit risk resources for P&C actuaries
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E-Forum, Casualty Actuarial Society, 69 pages, 2017 BibTeX reference
On the importance of hedging dynamic lapses in variable annuities
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Risk & Rewards, 66, 12–16, 2015 BibTeX reference
Recovery rate risk and credit spreads in a hybrid credit risk model
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Journal of Credit Risk, 9(3), 3–39, 2013 BibTeX reference

Books

Actuarial finance: Derivatives, quantitative models and risk management
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Wiley, 592 pages, 2019 BibTeX reference

Book chapters

Une approche actuarielle de la gestion et de la modélisation des risques de séismes et d’ouragans
A. De Serres (ed.), La gestion des risques majeurs: La résilience organisationnelle - Apprendre à être surpris, Éditions Yvon Blais, Thomson Reuters, 477–524, 2013 BibTeX reference