A note on the computation of sharp numerical bounds for the distribution of the sum, product or ratio of dependent risks. - Hélène Cossette; Marie-Pier Côté; Mélina Mailhot; Etienne Marceau (J. Multivar. Anal., 2014)

A note on compound renewal risk models with dependence. - Hélène Cossette; Etienne Larrivée-Hardy; Etienne Marceau; Julien Trufin (J. Comput. Appl. Math., 2015)

Composite likelihood estimation method for hierarchical Archimedean copulas defined with multivariate compound distributions. - Hélène Cossette; Simon-Pierre Gadoury; Etienne Marceau; Christian Y. Robert (J. Multivar. Anal., 2019)

Encoding Neighbor Information into Geographical Embeddings Using Convolutional Neural Networks. - Christopher Blier-Wong; Jean-Thomas Baillargeon; Hélène Cossette; Luc Lamontagne; Etienne Marceau (FLAIRS, 2020)

Hierarchical copulas with Archimedean blocks and asymmetric between-block pairs. - Ihsan Chaoubi; Hélène Cossette; Etienne Marceau; Christian Y. Robert (Comput. Stat. Data Anal., 2021)

Preventing RNN from Using Sequence Length as a Feature. - Jean-Thomas Baillargeon; Hélène Cossette; Luc Lamontagne (NLPIR, 2022)

Micro-level Reserving for General Insurance Claims using a Long Short-Term Memory Network. - Ihsan Chaoubi; Camille Besse; Hélène Cossette; Marie-Pier Côté (CoRR, 2022)

Stochastic representation of FGM copulas using multivariate Bernoulli random variables. - Christopher Blier-Wong; Hélène Cossette; Etienne Marceau (Comput. Stat. Data Anal., 2022)

A new method to construct high-dimensional copulas with Bernoulli and Coxian-2 distributions. - Christopher Blier-Wong; Hélène Cossette; Sebastien Legros; Etienne Marceau (J. Multivar. Anal., 2024)

Tree-structured Markov random fields with Poisson marginal distributions. - Benjamin Côté; Hélène Cossette; Etienne Marceau (J. Multivar. Anal., 2025)