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Rapports et autres publications de recherche 

Blier-Wong, C., Baillargeon, J. T., Cossette, H., Lamontagne, L., & Marceau, E. (2021). Rethinking representations in P&C actuarial science with deep neural networks. arXiv preprint arXiv:2102.05784.

Blier-Wong, C., Cossette, H., Lamontagne, L., & Marceau, E. (2020). Machine learning in P&C insurance: A review for pricing and reserving. Risks, 9(1), 4.

Baillargeon, J. T., Lamontagne, L., & Marceau, E. (2020). Mining actuarial risk predictors in accident descriptions using recurrent neural networks. Risks, 9(1), 7.

Cossette, H., Ennajeh, M. A., Koubaa, A., Marceau, E. (2018). Assurabilité des structures en bois lamellé-croisé, 2018. CIRCERB. 64 pages.

Marceau, E., & Veilleux, P. A. (2017). On the Impact of Stochastic Volatility, Interest Rates and Mortality on the Hedge Efficiency of GLWB Guarantees. SSRN.

Boudreault, M., Cossette, H., & Marceau, E. (2017). On a joint frequency and severity loss model applied to earthquake risk. SSRN

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