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Christopher Blier-Wong

Observed name: Blier-Wong, Christopher
ORCID: 0000-0003-1464-1936
Observed ORCID: 0000-0003-1464-1936
OpenAlex ID: A5005652009
Machine Learning in P&C Insurance: A Review for Pricing and Reserving
2020 · Christopher Blier-Wong, Hélène Cossette, et al. · Risks · 52
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Stochastic representation of FGM copulas using multivariate Bernoulli random variables
2022 · Christopher Blier-Wong, Hélène Cossette, et al. · Computational Statistics & Data Analysis · 14
Geographic Ratemaking With Spatial Embeddings
2021 · Christopher Blier-Wong, Hélène Cossette, et al. · Astin Bulletin · 13
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Risk aggregation with FGM copulas
2023 · Christopher Blier-Wong, Hélène Cossette, et al. · Insurance Mathematics and Economics · 12
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Exchangeable FGM copulas
2023 · Christopher Blier-Wong, Hélène Cossette, et al. · Advances in Applied Probability · 10
Machine Learning in Property and Casualty Insurance: A Review for Pricing and Reserving
2020 · Christopher Blier-Wong, Hélène Cossette, et al. · SSRN Electronic Journal · 8
Collective risk models with FGM dependence
2024 · Christopher Blier-Wong, Hélène Cossette, et al. · Scandinavian Actuarial Journal · 6
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A representation-learning approach for insurance pricing with images
2024 · Christopher Blier-Wong, Luc Lamontagne, et al. · Astin Bulletin · 6
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Rethinking Representations in P&C Actuarial Science with Deep Neural Networks
2021 · Blier-Wong, Christopher, Baillargeon, Jean-Thomas, et al. · arXiv (Cornell University) · 5
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Efficient evaluation of risk allocations
2025 · Christopher Blier-Wong, Hélène Cossette, et al. · Insurance Mathematics and Economics · 4
Simulated Minimum Hellinger Distance Inference Methods for Count Data
2018 · Andrew Luong, Claire Bilodeau, et al. · Open Journal of Statistics · 4
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A new method to construct high-dimensional copulas with Bernoulli and Coxian-2 distributions
2023 · Christopher Blier-Wong, Hélène Cossette, et al. · Journal of Multivariate Analysis · 3
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Encoding Neighbor Information into Geographical Embeddings Using Convolutional Neural Networks.
2020 · Christopher Blier-Wong, Jean-Thomas Baillargeon, et al. · The Florida AI Research Society · 3
Simulated Minimum Cramér-Von Mises Distance Estimation for Some Actuarial and Financial Models
2017 · Andrew Luong, Christopher Blier-Wong · Open Journal of Statistics · 3
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Towards foundation models for insurance risk modelling
2026 · Blier-Wong, Christopher · arXiv (Cornell University)
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Improved thresholds for e-values
2026 · Christopher Blier-Wong, Ruodu Wang · The Annals of Statistics
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Comonotonic improvement under feasibility constraints
2026 · Christopher Blier-Wong, Jean-Gabriel Lauzier · Astin Bulletin
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Severity estimation in dependent collective risk models
2026 · Blier-Wong, Christopher · arXiv (Cornell University)
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Semantic insurance pricing with large language models
2026 · Blier-Wong, Christopher, Kusmenko, Derek · arXiv (Cornell University)
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Designing entry-monotone risk-sharing pools
2026 · Blier-Wong, Christopher, Lauzier, Jean-Gabriel · arXiv (Cornell University)
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Comonotonic improvement under feasibility constraints
2026 · Blier-Wong, Christopher, Lauzier, Jean-Gabriel · arXiv (Cornell University)
Comonotonic improvement under feasibility constraints
2026 · Blier-Wong, Christopher, Lauzier, Jean-Gabriel · arXiv (Cornell University)
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Sharp bounds for products of dependent random variables
2026 · Blier-Wong, Christopher, Chen, Jinghui · arXiv (Cornell University)
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A Laplace-based perspective on conditional mean risk sharing
2026 · Blier-Wong, Christopher · arXiv (Cornell University)
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Stochastic representation of Sarmanov copulas
2026 · Blier-Wong, Christopher · arXiv (Cornell University)
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Works count: 26
Citation count: 143
H-index: 6
I10-index: 5
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