1 citations · 2 across the 3 of their papers we have counts for
3 papers
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…
Tail approximations for sums of dependent regularly varying random variables under Archimedean copula models
Hélène Cossette, Etienne Marceau, Quang Huy Nguyen +1
In this paper, we compare two numerical methods for approximating the probability that the sum of dependent regularly varying random variables exceeds a high threshold under Archim…
Adjustment coefficient for risk processes in some dependent contexts
H. Cossette, E. Marceau, V. Maume-Deschamps
Following an article by Muller and Pflug, we study the adjustment coefficient of ruin theory in a context of temporal dependency. We provide a consistent estimator of this coeffici…