Risk models with dependence between claim occurrences and severities for Atlantic hurricanes - Boudreault, Mathieu; Cossette, Hélène; Marceau, Étienne (Insurance: Mathematics and Economics, 2014)

Contagion effect on bond portfolio risk measures in a hybrid credit risk model - Boudreault, Mathieu; Gauthier, Geneviève; Thomassin, Tommy (Finance Research Letters, 2014)