12 citations · 23 across the 11 of their papers we have counts for
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stat.AP2016
Macro vs. Micro Methods in Non-Life Claims Reserving (an Econometric Perspective)
Arthur Charpentier, Mathieu Pigeon
Traditionally, actuaries have used run-off triangles to estimate reserve ("macro" models, on agregated data). But it is possible to model payments related to individual claims. If…
stat.AP2011★ 12 cited
Multivariate integer-valued autoregressive models applied to earthquake counts
Mathieu Boudreault, Arthur Charpentier
In various situations in the insurance industry, in finance, in epidemiology, etc., one needs to represent the joint evolution of the number of occurrences of an event. In this pap…