Jean-Philippe Boucher

Financement, subventions

Recherche financée par: CRSNG, FQRNT, MITACS, UQAM.

Co-auteurs, collaborateurs

Michel Denuit (Université de Louvain), Montserrat Guillén (Université de Barcelone), Donatien Hainaut (ENSAE, France), Miguel Santolino (Université de Barcelone).

Publications

Documents de travail

J-P. Boucher & D. Hainaut (2012), Time Series of Correlated Count Data using Multifractal Process, Soumis pour publication.

D. Hainaut & J-P. Boucher (2011), Frequency and Severity Modelling with Multifractal Processes: an Application to US tornadoes, soumis pour publication.

Publications avec comité de lecture

J.-P. Boucher & D. Davidov (2011), On the Importance of Dispersion Modeling for Claims Reserving: An Application with the Tweedie Distribution , Variance, 5, 2, p.158-172.

J.-P. Boucher & M. Guillén (2011), A Semi-Nonparametric Approach to Model Panel Count Data, Communications in Statistics – Theory and Methods, 40, 4, 622-634

J-P. Boucher (2011), Modélisation statistique du coût d'une assurance parentale pour les étudiants de cycles supérieurs au Québec, Assurances et gestion des risques, 79(3-4), 201-222.

J.-P. Boucher, M. Denuit & M. Guillén (2011), Correlated Random Effects for Hurdle Models Applied to Panel Data Count, Variance 5:1, pp. 68-81.

J.-P. Boucher & M. Santolino (2010), Discrete Distributions when Modeling the Disability Severity Score of Motor Victims, Accident Analysis & Prevention, 42, 6, 2041-2049.

M. Santolino & J.-P. Boucher (2010), Modelling the Disability Severity Resulting from Motor Claims: an Application to the Spanish Case, Journal of Financial Decision Making, 6(2), 81-93.

J.-P. Boucher, M. Denuit & M. Guillén (2009), Number of Accidents or Number of Claims?  An Approach with Zero-inflated Poisson Models for Panel Data, Journal of Risk and Insurance, 76(4), 821 - 846

J.-P. Boucher & M. Guillén (2009), A Survey on Models for Panel Count Data with Applications to Insurance, Revista de la Real Academia de Ciencias Exactas, Físicas y Naturales, 103(2), 277-295.

J.-P. Boucher (2009), Modelling consumer credit risk via survival analysis (discussion), SORT, 33(1), 35-37.

J.-P. Boucher, M. Denuit & M. Guillén (2008), Models of Insurance Claim Counts with Time Dependence Based on Generalisation of Poisson and Negative Binomial Distributions, Variance, 2:1, 135-162.

J.-P. Boucher & M. Denuit (2008), Credibility Premiums for the Zero-Inflated Model and New Hunger for Bonus Interpretation, Insurance: Mathematics and Economics, 42, 727-735

J.-P. Boucher, M. Denuit & M. Guillén (2008), Modeling of Insurance Claim Counts with Hurdle Distribution for Panel Data, dans Advances in mathematical and Statistical Modeling, Statistics for Industry and Technology (SIT), Birkhäuser Boston, Inc..

J.-P. Boucher & M. Denuit (2008), Crédibilité linéaire multivariée utilisant le nombre de périodes avec réclamations: modèles de Poisson, modèles à barrière et modèles gonflés à zéro, Assurances et gestion des risques, 75(4).

J.-P. Boucher, M. Denuit & M. Guillén (2007), Risk Classification for Claim Counts: A Comparative Analysis of Various Zero-Inflated Mixed Poisson and Hurdle Models, North American Actuarial Journal, 11-4, 110-131.

J.-P. Boucher & M. Denuit (2007), Duration Dependence Models for Claim Counts, Deutsche Gesellschaft fur Versicherungsmathematik (German Actuarial Bulletin), 28-1, 29-45.

J.-P. Boucher & M. Denuit (2006), Fixed versus Random Effects in Poisson Regression Models for Claim Counts: Case Study with Motor Insurance, ASTIN Bulletin, 36, 285-301.

Autres documents

J.-P. Boucher (2010), Évaluation actuarielle concernant l’élargissement du régime d’assurance parentale aux étudiants aux études supérieures. Montréal : Conseil national des cycles supérieurs de la Fédération étudiante universitaire du Québec.