Mélina Mailhot

Concordia University

SCHOLARLY PAPERS

2

DOWNLOADS

150

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Uncertainty Propagation and Dynamic Robust Risk Measures

Number of pages: 32 Posted: 27 Aug 2023 Last Revised: 06 Feb 2024
Marlon Moresco, Mélina Mailhot and Silvana M. Pesenti
Concordia University, Concordia University and University of Toronto
Downloads 134 (388,419)

Abstract:

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Dynamic Risk Measures, Time-consistency, Distributional Uncertainty, Wasserstein distance

2.

Uncertainty in Heteroscedastic Bayesian Model Averaging

Number of pages: 28 Posted: 01 Dec 2023
Sébastien Jessup, Mélina Mailhot and Mathieu Pigeon
Concordia University, Concordia University and University of Quebec in Montreal
Downloads 16 (979,616)

Abstract:

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Bayesian Model Averaging, Uncertainty Estimation, Heteroscedasticity, Actuarial Reserves