Marie-Pier Côté
Marie-Pier Côté
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Boosting insights in insurance tariff plans with tree-based machine learning methods
R Henckaerts, MP Côté, K Antonio, R Verbelen
North American Actuarial Journal 25 (2), 255-285, 2021
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
A copula‐based risk aggregation model
MP Côté, C Genest
Canadian Journal of Statistics 43 (1), 60-81, 2015
Rank-based methods for modeling dependence between loss triangles
MP Côté, C Genest, A Abdallah
European Actuarial Journal 6, 377-408, 2016
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
Dependence in a background risk model
MP Côté, C Genest
Journal of Multivariate Analysis 172, 28-46, 2019
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
When stakes are high: Balancing accuracy and transparency with Model-Agnostic Interpretable Data-driven suRRogates
R Henckaerts, K Antonio, MP Côté
Expert Systems with Applications 202, 117230, 2022
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
A Bayesian approach to modeling multivariate multilevel insurance claims in the presence of unsettled claims
MP Côté, C Genest, DA Stephens
Bayesian Analysis 17 (1), 67-93, 2022
Copula-Based Risk Aggregation Modelling
MP Côté
McGill University, 2014
Micro‐level reserving for general insurance claims using a long short‐term memory network
I Chaoubi, C Besse, H Cossette, MP Côté
Applied Stochastic Models in Business and Industry 39 (3), 382-407, 2023
Model-Agnostic Interpretable and Data-driven suRRogates suited for highly regulated industries
R Henckaerts, K Antonio, MP Côté
stat 1050, 14, 2020
From Massive Trajectory Data to Traffic Modeling for Better Behavior Prediction in a Usage-Based Insurance Context
P Blais, T Badard, T Duchesne, MP Côté
ISPRS international journal of geo-information 9 (12), 722, 2020
Identification of Road Network Intersection Types from Vehicle Telemetry Data Using a Convolutional Neural Network
A Erramaline, T Badard, MP Côté, T Duchesne, O Mercier
ISPRS International Journal of Geo-Information 11 (9), 475, 2022
A Fair price to pay: exploiting causal graphs for fairness in insurance
O Côté, MP Côté, A Charpentier
Available at SSRN 4709243, 2024
A Flexible Hierarchical Insurance Claims Model with Gradient Boosting and Copulas
J Power, MP Côté, T Duchesne
North American Actuarial Journal, 1-29, 2024
Pour en finir avec le test de Student
C Genest, MP Côté
Bulletin AMQ 61 (4), 33, 2021
Boosting insights in insurance tariff plans with machine learning methods
K Antonio, MP Côté
Data Science@ ERGO workshop, Location: online, 2020
Supplementary Material to "A Bayesian Approach to Modeling Multivariate Multilevel Insurance Claims in the Presence of Unsettled Claims”
MP Côté, C Genest, DA Stephens
Bayesian Analysis 3, 2020
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