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Christopher Blier-Wong
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Machine Learning in P&C Insurance: A Review for Pricing and Reserving
C Blier-Wong, H Cossette, L Lamontagne, E Marceau
Risks 9 (1), 4, 2021
632021
Stochastic representation of FGM copulas using multivariate Bernoulli random variables
C Blier-Wong, H Cossette, E Marceau
Computational Statistics & Data Analysis 173, 107506, 2022
132022
Rethinking representations in P&C actuarial science with deep neural networks
C Blier-Wong, JT Baillargeon, H Cossette, L Lamontagne, E Marceau
arXiv preprint arXiv:2102.05784, 2021
132021
Geographic ratemaking with spatial embeddings
C Blier-Wong, H Cossette, L Lamontagne, E Marceau
ASTIN Bulletin 52 (1), 1-31, 2022
102022
Encoding Neighbor Information into Geographical Embeddings Using Convolutional Neural Networks
C Blier-Wong, JT Baillargeon, H Cossette, L Lamontagne, E Marceau
The Thirty-Third International Flairs Conference, 2020
102020
Exchangeable FGM copulas
C Blier-Wong, H Cossette, E Marceau
Advances in Applied Probability 56 (1), 205-234, 2024
72024
Risk aggregation with FGM copulas
C Blier-Wong, H Cossette, E Marceau
Insurance: Mathematics and Economics 111, 102-120, 2023
72023
A new method to construct high-dimensional copulas with Bernoulli and Coxian-2 distributions
C Blier-Wong, H Cossette, S Legros, E Marceau
Journal of Multivariate Analysis 201, 105261, 2024
32024
Collective risk models with FGM dependence
C Blier-Wong, H Cossette, E Marceau
arXiv preprint arXiv:2209.13543, 2022
32022
Generating function method for the efficient computation of expected allocations
C Blier-Wong, H Cossette, E Marceau
arXiv preprint arXiv:2207.02654, 2022
22022
A representation-learning approach for insurance pricing with images
C Blier-Wong, L Lamontagne, E Marceau
ASTIN Bulletin: The Journal of the IAA 54 (2), 280-309, 2024
12024
Investigating high-dimensional problems in actuarial science, dependence modelling, and quantitative risk management
C Blier-Wong
2023
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