Olivier Côté

Olivier Côté

Ph.D. Candidate in Actuarial Science, ACAS

Recoverability of Market-Wide Fair Insurance Premiums under Selection Bias

Marie-Pier Côté, Olivier Côté, and Arthur Charpentier

Published in Insurance: Mathematics and Economics, 2026

When and how market-wide fair premiums can be recovered from a single insurer’s portfolio, despite selection bias.

Earlier version on SSRN as “Selection Bias in Insurance: Why Portfolio-Specific Fairness Fails to Extend Market-Wide”.

Talks (3)
Department of Mathematics, Stockholm University, 2026ARC (CAS invited session), 2025Institut intelligence et données, 2024
BibTeX
@article{Cote/etal:2026recoverability,
author = {Côté, Marie-Pier and Côté, Olivier and Charpentier, Arthur},
title = {Recoverability of market-wide fair insurance premiums under selection bias},
journal = {Insurance: Mathematics and Economics},
volume = {129},
pages = {103268},
year = {2026},
doi = {10.1016/j.insmatheco.2026.103268},
url = {https://www.sciencedirect.com/science/article/pii/S0167668726000582}
}