Blier-Wong, Christopher; Cossette, Hélène; Marceau, Etienne Exchangeable FGM copulas. (English) Zbl 07807058 Adv. Appl. Probab. 56, No. 1, 205-234 (2024). MSC: 62H05 60E15 60E05 PDFBibTeX XMLCite \textit{C. Blier-Wong} et al., Adv. Appl. Probab. 56, No. 1, 205--234 (2024; Zbl 07807058) Full Text: DOI arXiv OA License
Blier-Wong, Christopher; Cossette, Hélène; Marceau, Etienne Risk aggregation with FGM copulas. (English) Zbl 1520.91312 Insur. Math. Econ. 111, 102-120 (2023). MSC: 91G05 60E15 62H05 PDFBibTeX XMLCite \textit{C. Blier-Wong} et al., Insur. Math. Econ. 111, 102--120 (2023; Zbl 1520.91312) Full Text: DOI arXiv
Blier-Wong, Christopher; Cossette, Hélène; Marceau, Etienne Stochastic representation of FGM copulas using multivariate Bernoulli random variables. (English) Zbl 07533782 Comput. Stat. Data Anal. 173, Article ID 107506, 24 p. (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{C. Blier-Wong} et al., Comput. Stat. Data Anal. 173, Article ID 107506, 24 p. (2022; Zbl 07533782) Full Text: DOI
Blier-Wong, Christopher; Cossette, Hélène; Lamontagne, Luc; Marceau, Etienne Geographic ratemaking with spatial embeddings. (English) Zbl 1484.91375 ASTIN Bull. 52, No. 1, 1-31 (2022). MSC: 91G05 91D20 91B72 PDFBibTeX XMLCite \textit{C. Blier-Wong} et al., ASTIN Bull. 52, No. 1, 1--31 (2022; Zbl 1484.91375) Full Text: DOI arXiv
Blier-Wong, Christopher; Cossette, Hélène; Legros, Sébastien; Marceau, Etienne A new method to construct high-dimensional copulas with Bernoulli and Coxian-2 distributions. arXiv:2209.13675 Preprint, arXiv:2209.13675 [math.ST] (2022). BibTeX Cite \textit{C. Blier-Wong} et al., ``A new method to construct high-dimensional copulas with Bernoulli and Coxian-2 distributions'', Preprint, arXiv:2209.13675 [math.ST] (2022) Full Text: arXiv OA License