Hélène Cossette

412 total citations
19 papers, 231 citations indexed

About

Hélène Cossette is a scholar working on Management Science and Operations Research, Finance and Statistics and Probability. According to data from OpenAlex, Hélène Cossette has authored 19 papers receiving a total of 231 indexed citations (citations by other indexed papers that have themselves been cited), including 11 papers in Management Science and Operations Research, 10 papers in Finance and 8 papers in Statistics and Probability. Recurrent topics in Hélène Cossette's work include Financial Risk and Volatility Modeling (9 papers), Probability and Risk Models (7 papers) and Insurance, Mortality, Demography, Risk Management (5 papers). Hélène Cossette is often cited by papers focused on Financial Risk and Volatility Modeling (9 papers), Probability and Risk Models (7 papers) and Insurance, Mortality, Demography, Risk Management (5 papers). Hélène Cossette collaborates with scholars based in Canada, France and Belgium. Hélène Cossette's co-authors include Étienne Marceau, Michel Denuit, David Landriault, Antoine Delwarde, Jean‐Philippe Boucher, Jan Dhaene, Christian Y. Robert, Marie‐Pier Côté, Mathieu Pigeon and F. De Vylder 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

Hélène Cossette

15 papers receiving 208 citations

Peers — A (Enhanced Table)

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

Name	h						Papers	Cites
Hélène Cossette Canada	8	155	130	99	77	57	19	231
Rafael Mendoza‐Arriaga United States	10	51 0.3×	91 0.7×	237 2.4×	71 0.9×	27 0.5×	24	335
Alois Gisler Switzerland	9	265 1.7×	152 1.2×	78 0.8×	160 2.1×	168 2.9×	15	390
Hansjörg Furrer Switzerland	5	170 1.1×	108 0.8×	168 1.7×	99 1.3×	44 0.8×	6	262
Gary Venter United States	7	164 1.1×	116 0.9×	82 0.8×	147 1.9×	41 0.7×	27	240
Amir T. Payandeh Najafabadi Iran	10	109 0.7×	41 0.3×	52 0.5×	58 0.8×	148 2.6×	46	276
Bernard Wong Australia	12	301 1.9×	215 1.7×	249 2.5×	149 1.9×	75 1.3×	44	435
Cary Chi‐Liang Tsai Canada	13	275 1.8×	310 2.4×	126 1.3×	147 1.9×	108 1.9×	36	436
Daniël Linders Belgium	10	192 1.2×	110 0.8×	267 2.7×	213 2.8×	59 1.0×	46	433
Rongming Wang China	13	349 2.3×	328 2.5×	254 2.6×	219 2.8×	53 0.9×	58	491
Teivo Pentikäinen Finland	10	225 1.5×	198 1.5×	105 1.1×	237 3.1×	64 1.1×	22	414

Countries citing papers authored by Hélène Cossette

Since Specialization

Citations

This map shows the geographic impact of Hélène Cossette'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 Hélène Cossette with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Hélène Cossette more than expected).

Fields of papers citing papers by Hélène Cossette

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Hélène Cossette. 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 Hélène Cossette. The network helps show where Hélène Cossette may publish in the future.

Co-authorship network of co-authors of Hélène Cossette

This figure shows the co-authorship network connecting the top 25 collaborators of Hélène Cossette. A scholar is included among the top collaborators of Hélène Cossette 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 Hélène Cossette. Hélène Cossette is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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19 of 19 papers shown

Cossette, Hélène, et al.. (2025). Simulations of Bivariate Archimedean Copulas from Their Nonparametric Generators for Loss Reserving under Flexible Censoring. North American Actuarial Journal. 29(4). 919–946.

Cossette, Hélène, et al.. (2025). Efficient evaluation of risk allocations. Insurance Mathematics and Economics. 122. 119–136.

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

Cossette, Hélène, et al.. (2023). Risk aggregation with FGM copulas. Insurance Mathematics and Economics. 111. 102–120. 3 indexed citations

Cossette, Hélène, et al.. (2023). Exchangeable FGM copulas. Advances in Applied Probability. 56(1). 205–234. 4 indexed citations

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

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

Cossette, Hélène, et al.. (2017). Hierarchical Archimedean copulas through multivariate compound distributions. Insurance Mathematics and Economics. 76. 1–13. 12 indexed citations

Boucher, Jean‐Philippe, et al.. (2015). MODELING DEPENDENCE BETWEEN LOSS TRIANGLES WITH HIERARCHICAL ARCHIMEDEAN COPULAS. Astin Bulletin. 45(3). 577–599. 20 indexed citations

10.

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

11.

Cossette, Hélène, et al.. (2012). Climate change and flood risk. 1 indexed citations

12.

Cossette, Hélène, et al.. (2010). Risk models based on time series for count random variables. Insurance Mathematics and Economics. 48(1). 19–28. 18 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. (2003). Ruin Probabilities in the Compound Markov Binomial Model. Scandinavian Actuarial Journal. 2003(4). 301–323. 46 indexed citations

16.

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

17.

Cossette, Hélène, Michel Denuit, & Jan Dhaene. (2001). Stochastic approximations of present value functions. Lirias (KU Leuven). 1. 15–28. 7 indexed citations

18.

Cossette, Hélène & Étienne Marceau. (2000). The discrete-time risk model with correlated classes of business. Insurance Mathematics and Economics. 26(2-3). 133–149. 54 indexed citations

19.

Vylder, F. De, Marc Goovaerts, & Hélène Cossette. (1995). Classical regression model under zero-excess assumptions. Journal of Computational and Applied Mathematics. 64(1-2). 189–196.

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.

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