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

Mathematics of actuarial finance
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To appear in: Wiley, 2018 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