A discrete-time hedging framework with multiple factors and fat tails: On what matters
Augustyniak, Maciej, Badescu, Alexandru, Bégin, Jean-François
Published in Journal of econometrics (01.02.2023)
Published in Journal of econometrics (01.02.2023)
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Journal Article
Leveraging prices from credit and equity option markets for portfolio risk management
Bégin, Jean‐François, Boudreault, Mathieu, Thériault, Mathieu
Published in The journal of futures markets (01.01.2024)
Published in The journal of futures markets (01.01.2024)
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Journal Article
Modeling and Forecasting Subnational Mortality in the Presence of Aggregated Data
Bégin, Jean-François, Sanders, Barbara, Xu, Xueyi
Published in North American actuarial journal (12.10.2023)
Published in North American actuarial journal (12.10.2023)
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Journal Article
Controlling the effects of adverse selection in flexible benefit plans: A pricing-based approach
Ng, Cherie, Sanders, Barbara, Bégin, Jean-François
Published in Insurance, mathematics & economics (01.07.2022)
Published in Insurance, mathematics & economics (01.07.2022)
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Journal Article
A new approximation of annuity prices for age–period–cohort models
Bégin, Jean-François, Kapoor, Nikhil, Sanders, Barbara
Published in European actuarial journal (01.08.2024)
Published in European actuarial journal (01.08.2024)
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Journal Article
Do Jumps Matter in the Long Term? A Tale of Two Horizons
Bégin, Jean-François, Boudreault, Mathieu
Published in North American actuarial journal (02.01.2022)
Published in North American actuarial journal (02.01.2022)
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Journal Article
Firm-specific credit risk estimation in the presence of regimes and noisy prices
Bégin, Jean-François, Boudreault, Mathieu, Gauthier, Geneviève
Published in Finance research letters (01.11.2017)
Published in Finance research letters (01.11.2017)
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Journal Article
Simulating from the Heston model: A gamma approximation scheme
Bégin, Jean-François, Bédard, Mylène, Gaillardetz, Patrice
Published in Monte Carlo methods and applications (01.09.2015)
Published in Monte Carlo methods and applications (01.09.2015)
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Journal Article
Publisher Correction: A new approximation of annuity prices for age–period–cohort models
Bégin, Jean-François, Kapoor, Nikhil, Sanders, Barbara
Published in European actuarial journal (01.09.2024)
Published in European actuarial journal (01.09.2024)
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Journal Article