Etienne Marceau

• Centre de recherche en données massives
• Centre interdisciplinaire en modélisation mathématique de l’Université Laval
• Institut Intelligence et Données

Financements des 2 dernières années

• André Orelien Chuisseu Tchuisseu, Doctorat en actuariat
• Julien April, Doctorat en actuariat
• Omar Essakine, Maîtrise en actuariat - avec mémoire

Encadrements des 5 dernières années

• Alexandre Dubeau, Maîtrise en actuariat - avec mémoire
• Benjamin Côté, Maîtrise en actuariat - avec mémoire
• Ihsan Chaoubi, Doctorat en actuariat

Travaux de recherche des 5 dernières années

Collective risk models with FGM dependence Scandinavian Actuarial Journal, 2024. Christopher Blier-Wong, Hélène Cossette, Etienne Marceau. DOI 10.1080/03461238.2024.2401390

A representation-learning approach for insurance pricing with images ASTIN Bulletin, 2024. Christopher Blier-Wong, Luc Lamontagne, Etienne Marceau. DOI 10.1017/asb.2024.9

A new method to construct high-dimensional copulas with Bernoulli and Coxian-2 distributions Journal of Multivariate Analysis, 2024. Christopher Blier-Wong, Hélène Cossette, Sebastien Legros, Etienne Marceau. DOI 10.1016/j.jmva.2023.105261

Exchangeable FGM copulas Advances in Applied Probability, 2024. Christopher Blier-Wong, Hélène Cossette, Etienne Marceau. DOI 10.1017/apr.2023.19

Centrality and topology properties in a tree-structured Markov random field arXiv, 2024. Benjamin Côté, Hélène Cossette, Etienne Marceau. DOI 10.48550/ARXIV.2410.20240

Tree-structured Markov random fields with Poisson marginal distributions arXiv, 2024. Benjamin Côté, Hélène Cossette, Etienne Marceau. DOI 10.48550/ARXIV.2408.13649

Generalized FGM dependence: Geometrical representation and convex bounds on sums arXiv, 2024. Hélène Cossette, Etienne Marceau, Alessandro Mutti, Patrizia Semeraro. DOI 10.48550/ARXIV.2406.10648

Risk aggregation with FGM copulas Insurance: Mathematics and Economics, 2023. Christopher Blier-Wong, Hélène Cossette, Etienne Marceau. DOI 10.1016/j.insmatheco.2023.03.002

Stochastic representation of FGM copulas using multivariate Bernoulli random variables Computational Statistics & Data Analysis, 2022. Christopher Blier-Wong, Hélène Cossette, Etienne Marceau. DOI 10.1016/j.csda.2022.107506

Hierarchical copulas with Archimedean blocks and asymmetric between-block pairs Computational Statistics & Data Analysis, 2021. Ihsan Chaoubi, Hélène Cossette, Etienne Marceau, Christian Y. Robert. DOI 10.1016/j.csda.2020.107071

Mining actuarial risk predictors in accident descriptions using recurrent neural networks Risks, 2021. Baillargeon, J.-T., Lamontagne, L., Marceau, E.. DOI 10.3390/risks9010007

GEOGRAPHIC RATEMAKING with SPATIAL EMBEDDINGS ASTIN Bulletin, 2021. Blier-Wong, C., Cossette, H., Lamontagne, L., Marceau, E.. DOI 10.1017/asb.2021.25

Univariate and multivariate mixtures of exponential distributions, with applications in risk modeling Applied Stochastic Models in Business and Industry, 2021. Hélène Cossette, Etienne Marceau, Itre Mtalai, Déry Veilleux. DOI 10.1002/asmb.2606

Rethinking representations in P&C actuarial science with deep neural networks arXiv, 2021. Blier-Wong, C., Baillargeon, J.-T., Cossette, H., Lamontagne, L., Marceau, E..