A general class of distortion operators for pricing contingent claims with applications to CAT bonds / Frédéric Godin, Van Son Lai, Denis-Alexandre Trottier
A mixed bond and equity fund model for the valuation of variable annuities / Maciej Augustyniak, Frédéric Godin, Emmanuel Hamel
Tweedie double GLM loss triangles with dependence within and across business lines / Carlos Andrés Araiza Iturria, Frédéric Godin, Mélina Mailhot
Risk allocation through shapley decompositions, with applications to variable annuities / Frédéric Godin... [et al.]