1 citations · 1 across the 4 of their papers we have counts for
4 papers
Balance and Fairness through Multicalibration in Nonlife Insurance Pricing
Michel Denuit, Marie Michaelides, Julien Trufin
Autocalibration is known to be an important requirement for insurance premiums since it guarantees that premium income balances corresponding claims, on average, not only at portfo…
Probabilistic Crop Yields Forecasts With Spatio-Temporal Conditional Copula Using Extreme Weather Covariates
Marie Michaelides, Mélina Mailhot, Yongkun Li
We introduce a novel forecasting model for crop yields that explicitly accounts for spatio-temporal dependence and the influence of extreme weather and climatic events. Our approac…
Parametric estimation of conditional Archimedean copula generators for censored data
Marie Michaelides, Hélène Cossette, Mathieu Pigeon
In this paper, we propose a novel approach for estimating Archimedean copula generators in a conditional setting, incorporating endogenous variables. Our method allows for the eval…
A non-parametric estimator for Archimedean copulas under flexible censoring scenarios and an application to claims reserving
Marie Michaelides, Hélène Cossette, Mathieu Pigeon
With insurers benefiting from ever-larger amounts of data of increasing complexity, we explore a data-driven method to model dependence within multilevel claims in this paper. More…