From the 1 of 7 linked papers with an AI index.
7 papers
Probability of worthwhile effect of monotone-response treatments
Benjamin Côté, Ruodu Wang
The paper derives the best- and worst-case probabilities that a nonnegative (monotone) treatment effect exceeds a specified threshold when only marginal outcome distributions are k…
On a risk model with tree-structured Poisson Markov random field frequency, with application to rainfall events
Hélène Cossette, Benjamin Côté, Alexandre Dubeau +1
In many insurance contexts, dependence between risks of a portfolio may arise from their frequencies. We investigate a dependent risk model in which we assume the vector of count v…
On convex order and supermodular order without finite mean
Benjamin Côté, Ruodu Wang
Many results on the convex order in the literature were stated for random variables with finite mean. For instance, a fundamental result in dependence modeling is that the sum of a…
Risk-insurance parity
Benjamin Côté, Ruodu Wang, Qinyu Wu
Risk aversion and insurance are two prominent and interconnected concepts in economics and finance. To explore their fundamental connection, we introduce risk-insurance parity, whi…
Centrality and shape-related comparisons in a tree-structured Markov random field
Benjamin Côté, Hélène Cossette, Etienne Marceau
Understanding the effects of the choice of the tree on the joint distribution of a tree-structured Markov random field (MRF) is crucial for fully exploiting the intelligibility of…
Tree-structured Ising models under mean parameterization
Benjamin Côté, Benjamin Côté, Hélène Cossette +2
In the risk modeling literature, the Ising model has emerged as a valuable framework for dependent Bernoulli random variables, as its underlying graphical structure captures comple…