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)

Boosting insights in insurance tariff plans with tree-based machine learning. - Roel Henckaerts; Marie-Pier Côté; Katrien Antonio; Roel Verbelen (CoRR, 2019)

Dependence in a background risk model. - Marie-Pier Côté; Christian Genest (J. Multivar. Anal., 2019)

Model-Agnostic Interpretable and Data-driven suRRogates suited for highly regulated industries. - Roel Henckaerts; Katrien Antonio; Marie-Pier Côté (CoRR, 2020)

Synthesizing Property & Casualty Ratemaking Datasets using Generative Adversarial Networks. - Marie-Pier Côté; Brian Hartman; Olivier Mercier; Joshua Meyers; Jared Cummings; Elijah Harmon (CoRR, 2020)

From Massive Trajectory Data to Traffic Modeling for Better Behavior Prediction in a Usage-Based Insurance Context. - Philippe Blais; Thierry Badard; Thierry Duchesne; Marie-Pier Côté (ISPRS Int. J. Geo Inf., 2020)

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)

When stakes are high: Balancing accuracy and transparency with Model-Agnostic Interpretable Data-driven suRRogates. - Roel Henckaerts; Katrien Antonio; Marie-Pier Côté (Expert Syst. Appl., 2022)

Identification of Road Network Intersection Types from Vehicle Telemetry Data Using a Convolutional Neural Network. - Abdelmajid Erramaline; Thierry Badard; Marie-Pier Côté; Thierry Duchesne; Olivier Mercier (ISPRS Int. J. Geo Inf., 2022)

From Point to probabilistic gradient boosting for claim frequency and severity prediction. - Dominik Chevalier; Marie-Pier Côté (CoRR, 2024)