Research

Working papers

  1. Severity estimation in dependent collective risk models. https://arxiv.org/abs/2607.08719
  2. Semantic insurance pricing with large language models, with Derek Kusmenko. https://arxiv.org/abs/2606.29371
  3. Designing entry-monotone risk-sharing pools, with Jean-Gabriel Lauzier. https://arxiv.org/abs/2606.00972
  4. Sharp bounds for products of dependent random variables, with Jinghui Chen. https://arxiv.org/abs/2604.22667
  5. A Laplace-based perspective on conditional mean risk sharing. https://arxiv.org/abs/2603.01434
  6. Stochastic representation of Sarmanov copulas. https://arxiv.org/abs/2601.09016
  7. A multi-view contrastive learning framework for spatial embeddings in risk modelling, with Freek Holvoet and Katrien Antonio. https://arxiv.org/abs/2511.17954

Published papers

  1. Blier-Wong, C., Wang, R. (2026). Improved thresholds for e-values. Annals of Statistics. https://doi.org/10.1214/26-aos2626
  2. Blier-Wong, C., Lauzier, J.G. (2026). Comonotonic improvement under feasibility constraints. ASTIN Bulletin. https://doi.org/10.1017/asb.2026.10107
  3. Blier-Wong, C., Cossette, H., Marceau, E. (2025). Efficient evaluation of risk allocations. Insurance: Mathematics and Economics. https://doi.org/10.1016/j.insmatheco.2025.02.006
  4. Blier-Wong, C., Cossette, H., & Marceau, E. (2024). Collective risk models with FGM dependence. Scandinavian Actuarial Journal. https://doi.org/10.1080/03461238.2024.2401390
  5. Blier-Wong, C., Lamontagne, L. & Marceau, E. (2024). A representation-learning approach for insurance pricing with images. ASTIN Bulletin. https://doi.org/10.1017/asb.2024.9
  6. Blier-Wong, C., Cossette, H., & Marceau, E. (2024). Exchangeable FGM copulas. Advances in Applied Probability.  https://doi.org/10.1017/apr.2023.19
  7. Blier-Wong, C., Cossette, H., Legros, S. & Marceau, E. (2023). A new method to construct high-dimensional copulas with Bernoulli and Coxian-2 distributions. Journal of Multivariate Analysis. https://doi.org/10.1016/j.jmva.2023.105261
  8. Blier-Wong, C., Cossette, H., & Marceau, E. (2023). Risk aggregation with FGM copulas. Insurance: Mathematics and Economics. https://doi.org/10.1016/j.insmatheco.2023.03.002
  9. Blier-Wong, C., Cossette, H., & Marceau, E. (2022). Stochastic representation of FGM copulas using multivariate Bernoulli random variables. Computational Statistics & Data Analysis, 107506. https://doi.org/10.1016/j.csda.2022.107506
  10. Blier-Wong, C., Cossette, H., Lamontagne, L. & Marceau, E. (2021). Geographic ratemaking with spatial embeddings. ASTIN Bulletin. https://doi.org/10.1017/asb.2021.25
  11. Blier-Wong, C., Cossette, H., Lamontagne, L. & Marceau, E. (2021). Machine learning in P&C insurance: A review for pricing and reserving. Risks. https://doi.org/10.3390/risks9010004
  12. Blier-Wong, C., Baillargeon, J. T., Cossette, H., Lamontagne, L., & Marceau, E. (2020). Encoding neighbor information into geographical embeddings using convolutional neural networks. In The Thirty-Third International Flairs Conference.

Technical reports

  1. Blier-Wong, C., Baillargeon, J. T., Cossette, H., Lamontagne, L., & Marceau, E. (2021). Rethinking Representations in P&C Actuarial Science with Deep Neural Networks. https://arxiv.org/abs/2102.05784