Hélène Cossette

According to our database, Hélène Cossette authored at least 10 papers between 2014 and 2024.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2024

A new method to construct high-dimensional copulas with Bernoulli and Coxian-2 distributions.

Christopher Blier-Wong, Hélène Cossette, Sebastien Legros, Etienne Marceau

J. Multivar. Anal., 2024

Tree-structured Markov random fields with Poisson marginal distributions.

Benjamin Côté, Hélène Cossette, Etienne Marceau

CoRR, 2024

2022

Stochastic representation of FGM copulas using multivariate Bernoulli random variables.

Christopher Blier-Wong, Hélène Cossette, Etienne Marceau

Comput. Stat. Data Anal., 2022

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

Preventing RNN from Using Sequence Length as a Feature.

Jean-Thomas Baillargeon, Hélène Cossette, Luc Lamontagne

Proceedings of the 2022 6th International Conference on Natural Language Processing and Information Retrieval, 2022

2021

Hierarchical copulas with Archimedean blocks and asymmetric between-block pairs.

Ihsan Chaoubi, Hélène Cossette, Etienne Marceau, Christian Y. Robert

Comput. Stat. Data Anal., 2021

2020

Encoding Neighbor Information into Geographical Embeddings Using Convolutional Neural Networks.

Christopher Blier-Wong, Jean-Thomas Baillargeon, Hélène Cossette, Luc Lamontagne, Etienne Marceau

Proceedings of the Thirty-Third International Florida Artificial Intelligence Research Society Conference, 2020

2019

Composite likelihood estimation method for hierarchical Archimedean copulas defined with multivariate compound distributions.

Hélène Cossette, Simon-Pierre Gadoury, Etienne Marceau, Christian Y. Robert

J. Multivar. Anal., 2019

2015

A note on compound renewal risk models with dependence.

Hélène Cossette, Etienne Larrivée-Hardy, Etienne Marceau, Julien Trufin

J. Comput. Appl. Math., 2015

2014

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