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Mélina Mailhot

Observed names: M. Mailhot, Mailhot, Melina, Mailhot, Mélina, Melina Mailhot
ORCID: 0000-0003-3763-654X
Observed ORCID: 0000-0003-3763-654X
OpenAlex ID: A5016867058
TVaR-based capital allocation for multivariate compound distributions with positive continuous claim amounts
2011 · Hélène Cossette, Mélina Mailhot, et al. · Insurance Mathematics and Economics · 51
Multivariate geometric expectiles
2018 · Klaus Herrmann, Marius Hofert, et al. · Scandinavian Actuarial Journal · 23
Vector-Valued Tail Value-at-Risk and Capital Allocation
2015 · Hélène Cossette, Mélina Mailhot, et al. · Methodology And Computing In Applied Probability · 20
Predicting extreme surges from sparse data using a copula‐based hierarchical Bayesian spatial model
2019 · N. Beck, C. Genest, et al. · Environmetrics · 16
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Bivariate lower and upper orthant value-at-risk
2013 · Hélène Cossette, Mélina Mailhot, et al. · European Actuarial Journal · 13
Multivariate TVaR-Based Risk Decomposition for Vector-Valued Portfolios
2016 · Mélina Mailhot, Mhamed Mesfioui · Risks · 10
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Asymptotic power of tests of normality under local alternatives
2011 · Jean-François Quessy, Mélina Mailhot · Journal of Statistical Planning and Inference · 10
A note on the computation of sharp numerical bounds for the distribution of the sum, product or ratio of dependent risks
2014 · Hélène Cossette, Marie-Pier Côté, et al. · Journal of Multivariate Analysis · 9
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Smooth copula‐based generalized extreme value model and spatial interpolation for extreme rainfall in Central Eastern Canada
2023 · Fatima Palacios‐Rodriguez, Elena Di Bernardino, et al. · Environmetrics · 7
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Tweedie double GLM loss triangles with dependence within and across business lines
2021 · Carlos Andrés Araiza Iturria, Frédéric Godin, et al. · European Actuarial Journal · 6
Semi-parametric estimation of multivariate extreme expectiles
2021 · Nicholas Beck, Elena Di Bernardino, et al. · Journal of Multivariate Analysis · 6
Multivariate Geometric Tail- and Range-value-at-risk
2019 · Klaus Herrmann, Marius Hofert, et al. · Astin Bulletin · 6
Impact of combination methods on extreme precipitation projections
2023 · Sébastien Jessup, Mélina Mailhot, et al. · Annals of Actuarial Science · 4
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Estimation of generalized tail distortion risk measures with applications in reinsurance
2025 · Roba Bairakdar, Frédéric Godin, et al. · Scandinavian Journal of Statistics · 3
Uncertainty in heteroscedastic Bayesian model averaging
2025 · Sébastien Jessup, Mélina Mailhot, et al. · Insurance Mathematics and Economics · 2
Uncertainty Propagation and Dynamic Robust Risk Measures
2024 · Marlon R. Moresco, Mélina Mailhot, et al. · Mathematics of Operations Research · 2
A consistent estimator to the orthant-based tail value-at-risk
2018 · Nicholas Beck, Mélina Mailhot · ESAIM Probability and Statistics · 2
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Mesures de risque et dépendance
2012 · Mélina Mailhot · Corpus Université Laval (Université Laval) · 2
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Backtesting expectile: Disentangling unconditional coverage and independence properties
2026 · Jesus Armando de Ita Solis, Yang Lu, et al. · Risk sciences. · 1
Probabilistic Crop Yields Forecasts With Spatio-Temporal Conditional Copula Using Extreme Weather Covariates
2025 · Michaelides, Marie, Mailhot, Mélina, et al. · arXiv (Cornell University) · 1
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Uncertainty Propagation and Dynamic Robust Risk Measures
2023 · Marlon Moresco, Mélina Mailhot, et al. · SSRN Electronic Journal · 1
Smooth Copula-based Generalized Extreme Value model and Spatial Interpolation for Sparse Extreme Rainfall in Central Eastern Canada
2021 · Palacios-Rodriguez, Fatima, Di Bernardino, Elena, et al. · HAL (Le Centre pour la Communication Scientifique Directe) · 1
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Morillas-type transformations of copulas and stable tail dependence functions
2026 · Herrmann, Klaus, Hofert, Marius, et al. · arXiv (Cornell University)
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Earthquake solvency capital requirements’ re-assessment: an open-source spatio-temporal modeling approach
2026 · Roba Bairakdar, Debbie Dupuis, et al. · Annals of Actuarial Science
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Generalised Bayesian model averaging for threshold uncertainty in GPD mixture models
2026 · Sébastien Jessup, Mélina Mailhot, et al. · European Actuarial Journal
Works count: 41
Citation count: 196
H-index: 8
I10-index: 7
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