Marie-Pier Côté
Marie-Pier Côté
Adresse e-mail validée de act.ulaval.ca - Page d'accueil
Titre
Citée par
Citée par
Année
Multivariate distribution defined with Farlie–Gumbel–Morgenstern copula and mixed Erlang marginals: Aggregation and capital allocation
H Cossette, MP Côté, E Marceau, K Moutanabbir
Insurance: Mathematics and Economics 52 (3), 560-572, 2013
432013
A copula‐based risk aggregation model
MP Côté, C Genest
Canadian Journal of Statistics 43 (1), 60-81, 2015
332015
Rank-based methods for modeling dependence between loss triangles
MP Côté, C Genest, A Abdallah
European actuarial journal 6 (2), 377-408, 2016
212016
A note on the computation of sharp numerical bounds for the distribution of the sum, product or ratio of dependent risks
H Cossette, MP Côté, M Mailhot, E Marceau
Journal of Multivariate Analysis 130, 1-20, 2014
122014
Boosting insights in insurance tariff plans with tree-based machine learning methods
R Henckaerts, MP Côté, K Antonio, R Verbelen
North American Actuarial Journal, 1-31, 2020
5*2020
Rank-based inference tools for copula regression, with property and casualty insurance applications
MP Côté, C Genest, M Omelka
Insurance: Mathematics and Economics 89, 1-15, 2019
52019
Dependence in a background risk model
MP Côté, C Genest
Journal of Multivariate Analysis 172, 28-46, 2019
52019
Copula-Based Risk Aggregation Modelling
MP Côté
McGill University, 2014
52014
Synthesizing Property & Casualty Ratemaking Datasets using Generative Adversarial Networks
MP Cote, B Hartman, O Mercier, J Meyers, J Cummings, E Harmon
arXiv preprint arXiv:2008.06110, 2020
2020
Model-Agnostic Interpretable and Data-driven suRRogates suited for highly regulated industries
R Henckaerts, K Antonio, MP Côté
arXiv preprint arXiv:2007.06894, 2020
2020
A Bayesian Approach to Modeling Multivariate Multilevel Insurance Claims in the Presence of Unsettled Claims
MP Côté, C Genest, DA Stephens
Bayesian Analysis, 2020
2020
Boosting insurance tariff plans with insights from tree-based machine learning methods
R Henckaerts, K Antonio, MP Côté, R Verbelen
KU Leuven & Cass Business School PhD colloquium, Location: Leuven, Belgium, 2019
2019
Tree-based machine learning for insurance pricing
K Antonio, MP Côté, R Henckaerts, R Verbelen
Ageas pricing seminar, Location: Malaga, Spain, 2019
2019
Benchmark study on the use of tree-based machine learning for insurance pricing
R Henckaerts, K Antonio, MP Côtë
23rd Insurance: Mathematics and Economics conference, Location: Munich, Germany, 2019
2019
Dependence modeling and inference for insurance risks
MP Côté
McGill University, 2018
2018
Tree-based machine learning for insurance pricing
R Henckaerts, K Antonio, MP Côté, R Verbelen
Parallel Sessions, 14, 2018
2018
A copula-based model for risk aggregation
MP Côté, C Genest
2014
Le système ne peut pas réaliser cette opération maintenant. Veuillez réessayer plus tard.
Articles 1–17