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 | 63 | 2021 |
Stochastic representation of FGM copulas using multivariate Bernoulli random variables C Blier-Wong, H Cossette, E Marceau Computational Statistics & Data Analysis 173, 107506, 2022 | 13 | 2022 |
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 | 13 | 2021 |
Geographic ratemaking with spatial embeddings C Blier-Wong, H Cossette, L Lamontagne, E Marceau ASTIN Bulletin 52 (1), 1-31, 2022 | 10 | 2022 |
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 | 10 | 2020 |
Exchangeable FGM copulas C Blier-Wong, H Cossette, E Marceau Advances in Applied Probability 56 (1), 205-234, 2024 | 7 | 2024 |
Risk aggregation with FGM copulas C Blier-Wong, H Cossette, E Marceau Insurance: Mathematics and Economics 111, 102-120, 2023 | 7 | 2023 |
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 | 3 | 2024 |
Collective risk models with FGM dependence C Blier-Wong, H Cossette, E Marceau arXiv preprint arXiv:2209.13543, 2022 | 3 | 2022 |
Generating function method for the efficient computation of expected allocations C Blier-Wong, H Cossette, E Marceau arXiv preprint arXiv:2207.02654, 2022 | 2 | 2022 |
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 | 1 | 2024 |
Investigating high-dimensional problems in actuarial science, dependence modelling, and quantitative risk management C Blier-Wong | | 2023 |