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Mathieu Boudreault

Observed names: Boudreault, Mathieu, M. Boudreault
Observed institutions: HEC Montréal, Université du Québec à Montréal, Barcelona Supercomputing Center, Université Laval, Centre de recherches mathématiques, Université du Québec, Université de Montréal
ORCID: 0000-0001-9316-6867
Observed ORCID: 0000-0001-9316-6867
OpenAlex ID: A5036129241
On a risk model with dependence between interclaim arrivals and claim sizes
2006 · Mathieu Boudreault, Hélène Cossette, et al. · Scandinavian Actuarial Journal · 187
A Global Flood Risk Modeling Framework Built With Climate Models and Machine Learning
2021 · David A. Carozza, Mathieu Boudreault · Journal of Advances in Modeling Earth Systems · 39
Changes in large-scale controls of Atlantic tropical cyclone activity with the phases of the Atlantic multidecadal oscillation
2014 · Louis-Philippe Caron, Mathieu Boudreault, et al. · Climate Dynamics · 37
On the Variability and Predictability of Eastern Pacific Tropical Cyclone Activity*
2015 · Louis-Philippe Caron, Mathieu Boudreault, et al. · Journal of Climate · 36
Reanalysis of climate influences on Atlantic tropical cyclone activity using cluster analysis
2017 · Mathieu Boudreault, Louis‐Philippe Caron, et al. · Journal of Geophysical Research Atmospheres · 32
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Gridded flood depth estimates from satellite-derived inundations
2022 · Seth Bryant, Heather McGrath, et al. · Natural hazards and earth system sciences · 29
An Out-of-Sample Analysis of Investment Guarantees for Equity-Linked Products
2012 · Maciej Augustyniak, Mathieu Boudreault · North American Actuarial Journal · 20
Maximum Likelihood Estimation of the Markov-Switching GARCH Model Based on a General Collapsing Procedure
2017 · Maciej Augustyniak, Mathieu Boudreault, et al. · Methodology And Computing In Applied Probability · 19
Projected seasonal flooding in Canada under climate change with statistical and machine learning
2024 · Manuel Grenier, Jérémie Boudreault, et al. · Journal of Hydrology Regional Studies · 17
Credit and Systemic Risks in the Financial Services Sector: Evidence From the 2008 Global Crisis
2017 · Jean‐François Bégin, Mathieu Boudreault, et al. · Journal of Risk & Insurance · 17
Global Asymmetries in the Influence of ENSO on Flood Risk Based on 1,600 Years of Hybrid Simulations
2023 · L. Del Rio Amador, M. Boudreault, et al. · Geophysical Research Letters · 16
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Recovery rate risk and credit spreads in a hybrid credit risk model
2013 · Mathieu Boudreault, Geneviève Gauthier, et al. · The Journal of Credit Risk · 15
Mitigating Interest Rate Risk in Variable Annuities: An Analysis of Hedging Effectiveness Under Model Risk
2016 · Maciej Augustyniak, Mathieu Boudreault · North American Actuarial Journal · 14
Contagion effect on bond portfolio risk measures in a hybrid credit risk model
2013 · Mathieu Boudreault, Geneviève Gauthier, et al. · Finance research letters · 13
A Global Multi-Source Tropical Cyclone Precipitation (MSTCP) Dataset
2024 · Gabriel Morin, Mathieu Boudreault, et al. · Scientific Data · 12
Pricing Flood Insurance with a Hierarchical Physics-Based Model
2019 · Mathieu Boudreault, Patrick Grenier, et al. · North American Actuarial Journal · 11
Multivariate integer-valued autoregressive models applied to earthquake counts
2011 · Boudreault, Mathieu, Charpentier, Arthur · arXiv (Cornell University) · 11
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Multivariate Models of Equity Returns for Investment Guarantees Valuation
2009 · Mathieu Boudreault, Christian-Marc Panneton · North American Actuarial Journal · 11
Ratemaking territories and adverse selection for flood insurance
2022 · Mathieu Boudreault, Angelica Ojeda · Insurance Mathematics and Economics · 10
Likelihood Evaluation of Jump-Diffusion Models Using Deterministic Nonlinear Filters
2020 · Jean-François Bégin, Mathieu Boudreault · Journal of Computational and Graphical Statistics · 9
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Risk models with dependence between claim occurrences and severities for Atlantic hurricanes
2013 · Mathieu Boudreault, Hélène Cossette, et al. · Insurance Mathematics and Economics · 8
A data science approach to climate change risk assessment applied to pluvial flood occurrences for the United States and Canada
2024 · Mathilde Bourget, Mathieu Boudreault, et al. · Astin Bulletin · 7
The impacts of climate change on tropical-to-extratropical transitions in the North Atlantic Basin
2025 · Aude Garin, Francesco S. R. Pausata, et al. · Weather and Climate Dynamics · 6
Flood occurrence and impact models for socioeconomic applications over Canada and the United States
2024 · Manuel Grenier, Mathieu Boudreault, et al. · Natural hazards and earth system sciences · 6
Actuarial Finance
2019 · Mathieu Boudreault, Jean‐François Renaud · Wiley eBooks · 6
Works count: 92
Citation count: 666
H-index: 13
I10-index: 19
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