Bannière Faculté des sciences Quantact

Jean-Philippe Boucher

boucher-jean-philippe

Bureau » Local PK-5720
Téléphone » (1-514) 987-3000, poste 2078
Courriel » boucher.jean-philippe@uqam.ca

Domaines de recherche »

  • Fréquence de réclamations et données de comptage
  • Données de panel
  • Provisionnement et réserves
  • Systèmes bonus-malus

Financement, subventions

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

Publications

Documents de travail

J-P. Boucher & D. Hainaut (2013), Time Series of Correlated Count Data using Multifractal Process, soumis pour publication .

J-P. Boucher & D. Hainaut (2013), Time Series of Count Data using Multifractal Process, soumis pour publication .

P. Shi, W. Zhang & J-P. Boucher (2014), Dynamic Moral Hazard: A Longitudinal Examination of Automobile Insurance in Canada, soumis pour publication .

Publications avec comité de lecture

J-P. Boucher & R. Inoussa (2014), A Posteriori Ratemaking with Panel Data, publication prochaine dans ASTIN Bulletin

D. Hainaut & J-P. Boucher (2013), Frequency and Severity Modelling with Multifractal Processes: an Application to US tornadoes, Environmental Modeling and Assessment.

J-P. Boucher, A. Perez & M. Santolino (2013), Pay-as-you-drive insurance: the effect of the kilometers on the risk of accident, Anales del Instituto de Actuarios Españoles, 3e época, 19, 2013/135-154.

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 (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.

Chapitres de livre

J-P. Boucher (2013), Regression with Count Dependent Variables, dans Predictive Modeling Applications in Actuarial Science (édité par E.W. Frees, R. Derrig & G. Meyers), Cambridge University Press.

J-P. Boucher & A. Charpentier (2013), General Insurance Pricing, dans Computational Actuarial Science with R (édité par A. Charpentier).

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..

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.

Qualifications académiques et professionnelles

Enseignement

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