- Cossette, H., Marceau, E., Mtalai, I. (2018). Collective Risk Models with Hierarchical Archimedean Copulas. Available at: https://ssrn.com/abstract_id=3104912
- Cossette, H., Marceau, E., Mtalai, I., Veilleux, D., (2017). Dependent Risk Models with Archimedean Copulas: A Computational Strategy Based on Common Mixtures and Applications. Available at:https://ssrn.com/abstract=2957181
- Cossette, H, Marceau, E, Nguyen, Q-H, Robert, C (2017). Tail approximations for sums of dependent regularly varying variables under Archimedean copula models. Available at: https://arxiv.org/abs/1708.09028
- Boudreault, Mathieu and Cossette, Hélène and Marceau, Etienne, On a Joint Frequency and Severity Loss Model Applied to Earthquake Risk (August 9, 2017). Available at SSRN:https://ssrn.com/abstract=3015906
- Marceau, E., Veilleux, P., On the Impact of Stochastic Volatility, Interest Rates and Mortality on the Hedge Efficiency of GLWB Guarantees (August 9, 2017). Available at SSRN: https://ssrn.com/abstract=3015806
- Cossette, H., Landriault, D., Marceau, E., (2001). A general recursive formula for the discrete stable and Linnik distributions and a family of extensions. Corpus Université Laval. Available at : http://hdl.handle.net/20.500.11794/14921
- Marceau, Etienne. "Optimization of the Ultimate Ruin Probability in Risk Theory." Actuarial Research Clearing House: ARCH. 1 (1999): 135. Available here