Marie-Pier Côté

Professeure adjointe

  • ACT-2000 Analyse statistique des risques actuariels
  • ACT-2003 Modèles linéaires en actuariat
  • ACT-3114 Apprentissage statistique en actuariat

  • M.-P. Côté, C. Genest & M. Omelka (2019) “Rank-based inference tools for copula regression, with property and casualty insurance applications”, Insurance: Mathematics and Economics, 89,  1-15.
  • R. Henckaerts, M.-P. Côté, K. Antonio & R. Verbelen (2019). "Boosting insights in insurance tariff plans with tree-based machine learning methods" arXiv:1904.10890
  • M.-P. Côté & C. Genest (2019). "Dependence in a background risk model", Journal of Multivariate Analysis, 172, 28-46.
  • M.-P. Côté (2018). “Dependence modeling and inference for insurance risks”, Doctoral Thesis, McGill University.
  • M.-P. Côté, C. Genest & A. Abdallah (2016). "Rank-based methods for modeling dependence between loss triangles", European Actuarial Journal, 6, 377–408.
  • M.-P. Côté & C. Genest (2015). "A copula-based risk aggregation model", The Canadian Journal of Statistics, 43, 60–81.
  • H. Cossette, M.-P. Côté, M. Mailhot & E. Marceau (2014). "A note on the computation of sharp numerical bounds for the distribution of the sum, product or ratio of dependent risks", Journal of Multivariate Analysis, 130, 1–20.
  • H. Cossette, M.-P. Côté, E. Marceau & K. Moutanabbir (2013). "Multivariate mixed Erlang distributions defined with the Farlie-Gumbel-Morgenstern copula: Aggregation and capital allocation", Insurance: Mathematics and Economics, 52, 560-572.

  • Ph. D. Statistique, Université McGill (2018)
  • M. Sc. Statistique, Université McGill (2014)
  • B. Sc. Actuariat, Université Laval (2011)
  • FSA (Fellow de la Society of Actuaries) (2015)
  • AICA (Associée de l'Institut canadien des actuaires) (2019)