1 citations · 1 across the 3 of their papers we have counts for
3 papers
A new method to construct high-dimensional copulas with Bernoulli and Coxian-2 distributions
Christopher Blier-Wong, Hélène Cossette, Sébastien Legros +1
We propose an approach to construct a new family of generalized Farlie-Gumbel-Morgenstern (GFGM) copulas that naturally scales to high dimensions. A GFGM copula can model moderate…
Exchangeable FGM copulas
Christopher Blier-Wong, Hélène Cossette, Etienne Marceau
Copulas are a powerful tool to model dependence between the components of a random vector. One well-known class of copulas when working in two dimensions is the Farlie-GumbelMorgen…
Rethinking Representations in P&C Actuarial Science with Deep Neural Networks
Christopher Blier-Wong, Jean-Thomas Baillargeon, Hélène Cossette +2
Insurance companies gather a growing variety of data for use in the insurance process, but most traditional ratemaking models are not designed to support them. In particular, many…