Jul 2018
Jean-Philippe Baudouin, Louis-Philippe Caron, and Mathieu Boudreault
To appear in: Climate Dynamics, 2018
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Group for Research in Decision Analysis
Publications
Mathieu Boudreault
Articles
Mar 2018
Maciej Augustyniak, Mathieu Boudreault, and Manuel Morales
Methodology and Computing in Applied Probability, 20(1), 165–188, 2018
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Feb 2018
Hedging variable annuities: How often should the hedging portfolio be rebalanced?
Maciej Augustyniak and Mathieu Boudreault
Risk & Rewards, 71, 1–7, 2018
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Nov 2017
Jean-François Bégin, Mathieu Boudreault, and Geneviève Gauthier
Finance Research Letters, 23, 306–313, 2017
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Sep 2017
Maciej Augustyniak and Mathieu Boudreault
North American Actuarial Journal, 21(4), 502–525, 2017
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May 2017
Jean-François Bégin, Mathieu Boudreault, Delia-Alexandra Doljanu, and Geneviève Gauthier
To appear in: Journal of Risk and Insurance, 2017
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Apr 2017
Mathieu Boudreault, Louis-Philippe Caron, and Suzana J. Camargo
Journal of Geophysical Research: Atmospheres, 122(8), 4258–4280, 2017
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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
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Dec 2015
Mathieu Boudreault, Geneviève Gauthier, and Tommy Thomassin
Journal of Economic Dynamics and Control, 61, 334–349, 2015
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Dec 2015
Louis-Philippe Caron, Mathieu Boudreault, and Suzana J. Camargo
Journal of Climate, 28(24), 9679–9696, 2015
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Aug 2015
On the importance of hedging dynamic lapses in variable annuities
Maciej Augustyniak and Mathieu Boudreault
Risk & Rewards, 66, 12–16, 2015
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Apr 2015
Louis-Philippe Caron, Mathieu Boudreault, and Cindy L. Bruyère
Climate Dynamics, 44(7-8), 1801–1821, 2015
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Jun 2014
Mathieu Boudreault and Geneviève Gauthier
Finance Research Letters, 11(2), 131–139, 2014
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Jan 2014
Mathieu Boudreault, Hélène Cossette, and Étienne Marceau
Insurance: Mathematics and Economics, 54, 123–132, 2014
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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
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Nov 2012
Maciej Augustyniak and Mathieu Boudreault
North American Actuarial Journal, 16(2), 183–206, 2012
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Books
Jan 2018
Mathematics of actuarial finance
Mathieu Boudreault and Jean-François Renaud
To appear in: Wiley, 2018
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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
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