3 papers
stat.AP2026
Varying risk exposure in auto insurance: a weighted tweedie framework for experience rating an cancellation penalties
Jean-Philippe Boucher, Raïssa Coulibaly, Julien Trufin
This paper proposes a new family of Tweedie-based ratemaking models that explicitly account for mid-term policy cancellations. Using an automobile insurance dataset from a Canadian…
stat.AP2025
Comparison of offset and ratio weighted regressions in tweedie models with application to mid-term cancellations
Boucher Jean-Philippe, Coulibaly Raïssa
In property and casualty insurance, particularly in automobile insurance, risk exposure is commonly assumed to be proportional to the duration of coverage. This assumption leads to…
stat.AP2023
Bonus-Malus scale premiums for tweedie's compound poisson models
Jean-Philippe Boucher, Raïssa Coulibaly
Based on the recent paper by Delong et al. (2021), two distributions for the total claims amount (loss cost) are considered: Compound Poisson-gamma (CPG) and Tweedie. Each is used…