4 citations · 4 across the 2 of their papers we have counts for
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stat.AP2021
How much telematics information do insurers need for claim classification?
Francis Duval, Jean-Philippe Boucher, Mathieu Pigeon
It has been shown several times in the literature that telematics data collected in motor insurance help to better understand an insured's driving risk. Insurers that use this data…
stat.AP2018★ 4 cited
A Claim Score for Dynamic Claim Counts Modeling
Jean-Philippe Boucher, Mathieu Pigeon
We develop a claim score based on the Bonus-Malus approach proposed by [7]. We compare the fit and predictive ability of this new model with various models for of panel count data.…
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…