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 | 99 | 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 | 80 | 2013 |
A copula‐based risk aggregation model MP Côté, C Genest Canadian Journal of Statistics 43 (1), 60-81, 2015 | 52 | 2015 |
Rank-based methods for modeling dependence between loss triangles MP Côté, C Genest, A Abdallah European Actuarial Journal 6, 377-408, 2016 | 33 | 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 | 18 | 2020 |
Dependence in a background risk model MP Côté, C Genest Journal of Multivariate Analysis 172, 28-46, 2019 | 16 | 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 | 14 | 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 | 13 | 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 | 13 | 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 | 7 | 2022 |
Model-Agnostic Interpretable and Data-driven suRRogates suited for highly regulated industries R Henckaerts, K Antonio, MP Côté stat 1050, 14, 2020 | 6 | 2020 |
Copula-Based Risk Aggregation Modelling MP Côté McGill University, 2014 | 6 | 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 | 5 | 2023 |
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 | 4 | 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 | 3 | 2022 |
A Fair price to pay: exploiting causal graphs for fairness in insurance O Côté, MP Côté, A Charpentier Available at SSRN 4709243, 2024 | 1 | 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 | | 2024 |
Pour en finir avec le test de Student C Genest, MP Côté Bulletin AMQ 61 (4), 33, 2021 | | 2021 |
Boosting insights in insurance tariff plans with machine learning methods K Antonio, MP Côté Data Science@ ERGO workshop, Location: online, 2020 | | 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 | | 2020 |