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Marie-Pier Côté

Université Laval (per OpenAlex) · ORCID · OpenAlex

14 papers in scope · 14 published · 1 on the econ.EM arXiv · 230 citations · h-index 8 (over the papers listed here)

Papers

(1 of 14)

Recoverability of market-wide fair insurance premiums under selection bias
published2026 · Insurance Mathematics and Economics
with Olivier Côté, Arthur Charpentier
From point to probabilistic gradient boosting for claim frequency and severity prediction
published2025 · European Actuarial Journal · 9 citations · first circulated 2024
with Dominik Chevalier, Dominique Chevalier-Lucia
A fair price to pay: Exploiting causal graphs for fairness in insurance
published2025 · Journal of Risk & Insurance · 8 citations · first circulated 2024
with Olivier Côté, Arthur Charpentier
A Flexible Hierarchical Insurance Claims Model with Gradient Boosting and Copulas
published2024 · North American Actuarial Journal · 8 citations
with J. B. Power, Thierry Duchesne
published2023 · Applied Stochastic Models in Business and Industry · 7 citations · first circulated 2022
When stakes are high: Balancing accuracy and transparency with Model-Agnostic Interpretable Data-driven suRRogates
published2022 · Expert Systems with Applications · 26 citations · first circulated 2020
with Roel Henckaerts, Katrien Antonio
A Bayesian Approach to Modeling Multivariate Multilevel Insurance Claims in the Presence of Unsettled Claims
published2020 · Bayesian Analysis · 6 citations
with Christian Genest, David A. Stephens
Boosting Insights in Insurance Tariff Plans with Tree-Based Machine Learning Methods
published2020 · North American Actuarial Journal · 9 citations · first circulated 2019
with Roel Henckaerts, Katrien Antonio, Roel Verbelen
Rank-based inference tools for copula regression, with property and casualty insurance applications
published2019 · Insurance Mathematics and Economics · 15 citations
with Christian Genest, Marek Omelka
Dependence in a background risk model
published2018 · Journal of Multivariate Analysis · 14 citations
with Christian Genest
Rank-based methods for modeling dependence between loss triangles
published2016 · European Actuarial Journal · 16 citations · first circulated 2015
with Christian Genest, Anas Abdallah
A copula‐based risk aggregation model
published2015 · Canadian Journal of Statistics · 35 citations
with Christian Genest
A note on the computation of sharp numerical bounds for the distribution of the sum, product or ratio of dependent risks
published2014 · Journal of Multivariate Analysis · 7 citations
with Hélène Cossette, Mélina Mailhot, Étienne Marceau
Multivariate distribution defined with Farlie–Gumbel–Morgenstern copula and mixed Erlang marginals: Aggregation and capital allocation
published2013 · Insurance Mathematics and Economics · 70 citations
with Hélène Cossette, Étienne Marceau, Khouzeima Moutanabbir

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.