2 papers
stat.AP2026
A zero-inflated mixed-effects spatial point process for grouped storm loss data
Lisa Gao, Sébastien Jessup, Tianxing Yan
The increasing granularity of third-party weather and exposure information can allow insurers to more effectively predict weather-related losses. However, loss outcomes are often r…
stat.ME2025
Flexible extreme thresholds through generalised Bayesian model averaging
Sébastien Jessup, Mélina Mailhot, Mathieu Pigeon
Insurance products frequently cover significant claims arising from a variety of sources. To model losses from these products accurately, actuarial models must account for high-sev…