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All Publications

Displaying 11 results.
    • Journal article
    On the covariance of the asymptotic empirical copula process
    Genest, Christian[UCL] Segers, Johan[UCL] (2010) Journal of Multivariate Analysis — Vol. 101, no. 8, p. 1837-1845 (2010)
    • WorkingPaper
    On the covariance of the asymptotic empirical copula process
    Genest, Christian Segers, Johan[UCL] (2009)
    • WorkingPaper
    Rank-based inference for bivariate extreme-value copulas
    Genest, Christian Segers, Johan[UCL] (2008)
    • WorkingPaper
    Criteria for the stochastic ordering of random sums, with actuarial applications
    Denuit, Michel[UCL] Genest, Christian Marceau, Etienne (1999)
    • Journal article
    Rank-based Inference for Bivariate Extreme-value Copulas
    Genest, Christian Segers, Johan[UCL] (2009) Annals of Statistics — Vol. 37, no. 5B, p. 2990-3022 (2009)
    • WorkingPaper
    Calcul de bornes sur la prime en excédent de perte de fonctions de risques dépendants en présence d'information partielle sur leurs marges
    Denuit, Michel[UCL] Genest, Christian Mesfioui, M. (2004)
    • Journal article
    Stochastic bounds on sums of dependent risks
    Denuit, Michel[UCL] Genest, Christian Marceau, Etienne[UCL] (1999) Insurance: Mathematics and Economics — Vol. 25, no. 1, p. 85-104 (1999)
    • Journal article
    Calcul de bornes sur la prime en excédent de perte de fonctions de risques dépendants en présence d'information partielle sur leurs marges
    Denuit, Michel[UCL] Mesfioui, Mahmed Genest, Christian (2006) Annales des Sciences Mathématiques du Québec — Vol. 30, p. 63-78 (2006)
    • Journal article
    An extension of Osuna's model for stress caused by waiting
    Denuit, Michel[UCL] Genest, Christian (2001) Journal of mathematical psychology — Vol. 45, no. 1, p. 115-130 (2001)
    • WorkingPaper
    STOP-LOSS BOUNDS ON FUNCTIONS OF POSSIBLY DEPENDENT RISKS IN THE PRESENCE OF PARTIAL INFORMATION ON THEIR MARGINALS
    Denuit, Michel[UCL] Genest, Christian Mesfioui, Mahmed (2004)
    • Journal article
    Criteria for the stochastic ordering of random sums, with actuarial applications
    Denuit, Michel[UCL] Marceau, Etienne Genest, Christian (2002) Scandinavian Actuarial Journal — Vol. 1, p. 3-16 (2002)