Étienne Marceau

1.8k total citations
66 papers, 1.1k citations indexed

About

Étienne Marceau is a scholar working on Management Science and Operations Research, Finance and Demography. According to data from OpenAlex, Étienne Marceau has authored 66 papers receiving a total of 1.1k indexed citations (citations by other indexed papers that have themselves been cited), including 48 papers in Management Science and Operations Research, 33 papers in Finance and 28 papers in Demography. Recurrent topics in Étienne Marceau's work include Probability and Risk Models (42 papers), Financial Risk and Volatility Modeling (29 papers) and Insurance, Mortality, Demography, Risk Management (28 papers). Étienne Marceau is often cited by papers focused on Probability and Risk Models (42 papers), Financial Risk and Volatility Modeling (29 papers) and Insurance, Mortality, Demography, Risk Management (28 papers). Étienne Marceau collaborates with scholars based in Canada, France and Belgium. Étienne Marceau's co-authors include Hélène Cossette, Hélène Cossette, David Landriault, Michel Denuit, Christian Genest, Mathieu Boudreault, Mhamed Mesfioui, F. De Vylder, Jacques E. Rioux and Marie‐Pier Côté and has published in prestigious journals such as Journal of Computational and Applied Mathematics, Computational Statistics & Data Analysis and Journal of Multivariate Analysis.

In The Last Decade

Étienne Marceau

61 papers receiving 1.0k citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Étienne Marceau Canada 19 867 547 505 375 313 66 1.1k
Hélène Cossette Canada 15 575 0.7× 339 0.6× 309 0.6× 273 0.7× 188 0.6× 41 718
Howard R. Waters United Kingdom 20 909 1.0× 427 0.8× 947 1.9× 244 0.7× 546 1.7× 62 1.5k
Jostein Paulsen Norway 19 856 1.0× 711 1.3× 645 1.3× 217 0.6× 352 1.1× 39 1.3k
Werner Hürlimann United States 14 421 0.5× 314 0.6× 192 0.4× 260 0.7× 249 0.8× 122 778
Shaun S. Wang Singapore 9 731 0.8× 507 0.9× 445 0.9× 137 0.4× 621 2.0× 13 1.2k
Greg Taylor Australia 16 617 0.7× 185 0.3× 400 0.8× 231 0.6× 396 1.3× 96 863
Marco Frittelli Italy 15 979 1.1× 1.1k 2.0× 229 0.5× 131 0.3× 664 2.1× 41 1.4k
Raluca Vernic Romania 14 455 0.5× 276 0.5× 201 0.4× 294 0.8× 169 0.5× 64 664
Benjamin Avanzi Australia 13 568 0.7× 307 0.6× 379 0.8× 133 0.4× 182 0.6× 64 691
Chengguo Weng Canada 15 619 0.7× 244 0.4× 445 0.9× 63 0.2× 537 1.7× 60 831

Countries citing papers authored by Étienne Marceau

Since Specialization
Citations

This map shows the geographic impact of Étienne Marceau's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Étienne Marceau with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Étienne Marceau more than expected).

Fields of papers citing papers by Étienne Marceau

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Étienne Marceau. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Étienne Marceau. The network helps show where Étienne Marceau may publish in the future.

Co-authorship network of co-authors of Étienne Marceau

This figure shows the co-authorship network connecting the top 25 collaborators of Étienne Marceau. A scholar is included among the top collaborators of Étienne Marceau based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Étienne Marceau. Étienne Marceau is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Cote, B. M., Hélène Cossette, & Étienne Marceau. (2025). Tree-structured Markov random fields with Poisson marginal distributions. Journal of Multivariate Analysis. 207. 105418–105418.
2.
Cossette, Hélène, et al.. (2025). Efficient evaluation of risk allocations. Insurance Mathematics and Economics. 122. 119–136.
3.
Lamontagne, Luc, et al.. (2024). A representation-learning approach for insurance pricing with images. Astin Bulletin. 54(2). 280–309. 2 indexed citations
4.
Cossette, Hélène, et al.. (2023). A new method to construct high-dimensional copulas with Bernoulli and Coxian-2 distributions. Journal of Multivariate Analysis. 201. 105261–105261. 1 indexed citations
5.
Cossette, Hélène, et al.. (2020). Encoding Neighbor Information into Geographical Embeddings Using Convolutional Neural Networks.. The Florida AI Research Society. 15–20. 2 indexed citations
6.
Lamontagne, Luc, et al.. (2020). Mining Actuarial Risk Predictors in Accident Descriptions Using Recurrent Neural Networks. Risks. 9(1). 7–7. 7 indexed citations
7.
Cossette, Hélène, et al.. (2020). Hierarchical copulas with Archimedean blocks and asymmetric between-block pairs. Computational Statistics & Data Analysis. 154. 107071–107071. 1 indexed citations
8.
Cossette, Hélène, et al.. (2019). Composite likelihood estimation method for hierarchical Archimedean copulas defined with multivariate compound distributions. Journal of Multivariate Analysis. 172. 59–83. 5 indexed citations
9.
Marceau, Étienne, et al.. (2017). On the Impact of Stochastic Volatility, Interest Rates and Mortality on the Hedge Efficiency of GLWB Guarantees. SSRN Electronic Journal. 1 indexed citations
10.
Cossette, Hélène, et al.. (2015). On two families of bivariate distributions with exponential marginals: Aggregation and capital allocation. Insurance Mathematics and Economics. 64. 214–224. 9 indexed citations
11.
Cossette, Hélène, et al.. (2015). A note on compound renewal risk models with dependence. Journal of Computational and Applied Mathematics. 285. 295–311. 2 indexed citations
12.
Cossette, Hélène, et al.. (2014). A note on the computation of sharp numerical bounds for the distribution of the sum, product or ratio of dependent risks. Journal of Multivariate Analysis. 130. 1–20. 3 indexed citations
13.
Cossette, Hélène, et al.. (2007). Pension plan valuation and dynamic mortality tables. North American Actuarial Journal. 11(2). 1–34. 17 indexed citations
14.
Cossette, Hélène, et al.. (2007). Pension Plan Valuation and Mortality Projection. North American Actuarial Journal. 11(2). 1–34. 24 indexed citations
15.
Cossette, Hélène, David Landriault, & Étienne Marceau. (2005). Ruin probabilities in the discrete time renewal risk model. Insurance Mathematics and Economics. 38(2). 309–323. 14 indexed citations
16.
Cossette, Hélène, Thierry Duchesne, & Étienne Marceau. (2003). Modeling Catastrophes and their Impact on Insurance Portfolios. North American Actuarial Journal. 7(4). 1–22. 19 indexed citations
17.
Denuit, Michel, Christian Genest, & Étienne Marceau. (2002). Criteria for the Stochastic Ordering of Random Sums, with Actuarial Applications. Scandinavian Actuarial Journal. 2002(1). 3–16. 34 indexed citations
18.
Cossette, Hélène, Michel Denuit, & Étienne Marceau. (2002). Distributional bounds for functions of dependent risks. Digital Access to Libraries (Université catholique de Louvain (UCL), l'Université de Namur (UNamur) and the Université Saint-Louis (USL-B)). 1. 45–65. 15 indexed citations
19.
Vylder, F. De, Marc Goovaerts, & Étienne Marceau. (1997). The solution of Schmitter's simple problem: Numerical illustration. Insurance Mathematics and Economics. 20(1). 43–58. 3 indexed citations
20.
Vylder, F. De & Étienne Marceau. (1996). The numerical solution of the Schmitter problems: Theory. Insurance Mathematics and Economics. 19(1). 1–18. 3 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

Explore authors with similar magnitude of impact

Breakdown of academic impact, for papers by Hélène Cossette Breakdown of academic impact, for papers by Howard R. Waters Breakdown of academic impact, for papers by Jostein Paulsen Breakdown of academic impact, for papers by Werner Hürlimann Breakdown of academic impact, for papers by Shaun S. Wang Breakdown of academic impact, for papers by Greg Taylor Breakdown of academic impact, for papers by Marco Frittelli Breakdown of academic impact, for papers by Raluca Vernic Breakdown of academic impact, for papers by Benjamin Avanzi Breakdown of academic impact, for papers by Chengguo Weng
Rankless by CCL
2026