Marie-Pier Côté

MaRDI QIDQ2001083zbMATH OpenFDO

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Correction to: ``From point to probabilistic gradient boosting for claim frequency and severity prediction'' European Actuarial Journal	2026-05-26	Paper
From point to probabilistic gradient boosting for claim frequency and severity prediction European Actuarial Journal	2025-12-16	Paper
A Flexible Hierarchical Insurance Claims Model with Gradient Boosting and Copulas North American Actuarial Journal	2025-02-10	Paper
Micro-level reserving for general insurance claims using a long short-term memory network Applied Stochastic Models in Business and Industry	2024-07-30	Paper
A Bayesian approach to modeling multivariate multilevel insurance claims in the presence of unsettled claims Bayesian Analysis	2024-02-27	Paper
Boosting insights in insurance tariff plans with tree-based machine learning methods North American Actuarial Journal	2021-11-15	Paper
Boosting insights in insurance tariff plans with tree-based machine learning methods North American Actuarial Journal	2021-11-15	Paper
Rank-based inference tools for copula regression, with property and casualty insurance applications Insurance Mathematics & Economics	2019-11-28	Paper
Dependence in a background risk model Journal of Multivariate Analysis	2019-07-02	Paper
Rank-based methods for modeling dependence between loss triangles European Actuarial Journal	2017-06-06	Paper
A copula-based risk aggregation model The Canadian Journal of Statistics	2015-04-24	Paper
A note on the computation of sharp numerical bounds for the distribution of the sum, product or ratio of dependent risks Journal of Multivariate Analysis	2014-07-24	Paper
Multivariate distribution defined with Farlie-Gumbel-Morgenstern copula and mixed Erlang marginals: aggregation and capital allocation Insurance Mathematics & Economics	2014-04-04	Paper

Research outcomes over time

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