3 citations · 4 across the 7 of their papers we have counts for
7 papers
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…
Balance and Fairness through Multicalibration in Nonlife Insurance Pricing
Michel Denuit, Marie Michaelides, Julien Trufin
Autocalibration is known to be an important requirement for insurance premiums since it guarantees that premium income balances corresponding claims, on average, not only at portfo…
Rank-based concordance for zero-inflated data: New representations, estimators, and sharp bounds
Jasper Arends, Guanjie Lyu, Mhamed Mesfioui +2
Quantifying concordance between two random variables is crucial in applications. Traditional estimation techniques for commonly used concordance measures, such as Gini's gamma or S…
Spearman's rho for zero-inflated count data: formulation and attainable bounds
Jasper Arends, Guanjie Lyu, Mhamed Mesfioui +2
We propose an alternative formulation of Spearman's rho for zero-inflated count data. The formulation yields an estimator with explicitly attainable bounds, facilitating interpreta…
Autocalibration and Tweedie-dominance for Insurance Pricing with Machine Learning
Michel Denuit, Arthur Charpentier, Julien Trufin
Boosting techniques and neural networks are particularly effective machine learning methods for insurance pricing. Often in practice, there are nevertheless endless debates about t…
From Pareto to Weibull -- a constructive review of distributions on
Corinne Sinner, Yves Dominicy, Julien Trufin +3
Power laws and power laws with exponential cut-off are two distinct families of distributions on the positive real half-line. In the present paper, we propose a unified treatment o…
An Interpolating Family of Size Distributions
Corinne Sinner, Yves Dominicy, Christophe Ley +2
We introduce a new five-parameter family of size distributions on the semi-finite interval , with two attractive features. First, it interpolates be…