Dec 2019
Mathieu Boudreault, Patrick Grenier, Mathieu Pigeon, Jean-Mathieu Potvin, and Richard Turcotte
To appear in: North American Actuarial Journal, 2019
BibTeX reference
Group for Research in Decision Analysis
Publications
Mathieu Boudreault
Articles
Jun 2019
Jean-François Bégin, Mathieu Boudreault, Delia-Alexandra Doljanu, and Geneviève Gauthier
Journal of Risk and Insurance, 86(2), 263–296, 2019
BibTeX reference
Mar 2019
Jean-Philippe Baudouin, Louis-Philippe Caron, and Mathieu Boudreault
Climate Dynamics, 52(5-6), 3709–3727, 2019
BibTeX reference
Mar 2019
Diego Amaya, Mathieu Boudreault, and Don L. McLeish
Journal of Economic Dynamics and Control, 100, 297–313, 2019
BibTeX reference
Mar 2018
Maciej Augustyniak, Mathieu Boudreault, and Manuel Morales
Methodology and Computing in Applied Probability, 20(1), 165–188, 2018
BibTeX reference
Feb 2018
Hedging variable annuities: How often should the hedging portfolio be rebalanced?
Maciej Augustyniak and Mathieu Boudreault
Risk & Rewards, 71, 1–7, 2018
BibTeX reference
Nov 2017
Jean-François Bégin, Mathieu Boudreault, and Geneviève Gauthier
Finance Research Letters, 23, 306–313, 2017
BibTeX reference
Sep 2017
Maciej Augustyniak and Mathieu Boudreault
North American Actuarial Journal, 21(4), 502–525, 2017
BibTeX reference
Apr 2017
Mathieu Boudreault, Louis-Philippe Caron, and Suzana J. Camargo
Journal of Geophysical Research: Atmospheres, 122(8), 4258–4280, 2017
BibTeX reference
Mar 2017
Compendium of credit risk resources for P&C actuaries
Jean-Philippe Boucher, Mathieu Boudreault, and Jean-François Forest-Désaulniers
E-Forum, Casualty Actuarial Society, 69 pages, 2017
BibTeX reference
Dec 2015
Mathieu Boudreault, Geneviève Gauthier, and Tommy Thomassin
Journal of Economic Dynamics and Control, 61, 334–349, 2015
BibTeX reference
Dec 2015
Louis-Philippe Caron, Mathieu Boudreault, and Suzana J. Camargo
Journal of Climate, 28(24), 9679–9696, 2015
BibTeX reference
Aug 2015
On the importance of hedging dynamic lapses in variable annuities
Maciej Augustyniak and Mathieu Boudreault
Risk & Rewards, 66, 12–16, 2015
BibTeX reference
Apr 2015
Louis-Philippe Caron, Mathieu Boudreault, and Cindy L. Bruyère
Climate Dynamics, 44(7-8), 1801–1821, 2015
BibTeX reference
Jun 2014
Mathieu Boudreault and Geneviève Gauthier
Finance Research Letters, 11(2), 131–139, 2014
BibTeX reference
Jan 2014
Mathieu Boudreault, Hélène Cossette, and Étienne Marceau
Insurance: Mathematics and Economics, 54, 123–132, 2014
BibTeX reference
Sep 2013
Recovery rate risk and credit spreads in a hybrid credit risk model
Mathieu Boudreault, Geneviève Gauthier, and Tommy Thomassin
Journal of Credit Risk, 9(3), 3–39, 2013
BibTeX reference
Nov 2012
Maciej Augustyniak and Mathieu Boudreault
North American Actuarial Journal, 16(2), 183–206, 2012
BibTeX reference
Books
Apr 2019
Actuarial finance: Derivatives, quantitative models and risk management
Mathieu Boudreault and Jean-François Renaud
Wiley, 592 pages, 2019
BibTeX reference
Book chapters
Sep 2013
Une approche actuarielle de la gestion et de la modélisation des risques de séismes et d’ouragans
Mathieu Boudreault
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