The Co-operators Research Chair in Actuarial Risk Analysis (CARA) was founded in May 2018. The Chair has multiple objectives, related to the development of actuarial education and of actuarial science in the field of general insurance.



in Actuarial
Risk Analysis
Committees
Learn more about our committees and the Co-operators Research Chair in Actuarial Risk Analysis executive committee.
Research topics, fundings and grants
Learn more about the Co-operator Chair’s different researches, conferences, seminars and presentations in progress.
Pricing
Provisioning
Customer value
Analytical innovations
Latest Publications
- J.-P. Boucher & R. Turcotte (2020)View publication
- S. Jessup, J.-P. Boucher & M. Pigeon (2020)View publication
On Fitting Dependent Nonhomogeneous Loss Models to Unearned Premium Risk, North American Actuarial Journal, 1-19.
- F. Duval & M. Pigeon (2019)View publication
Individual Loss Reserving using a Gradient Boosting-Based Approach. Risks, 7(3), 1–19.
- Boudreault, M., Grenier, P., Pigeon, M., Potvin, J. M., & Turcotte, R. (2019)View publication
Pricing Flood Insurance with a Hierarchical Physics-Based Model. North American Actuarial Journal, 1-24.
In this article, we investigate pricing and spatial segmentation of flood risk in the context of private insurance, meaning that individual risk assessment should minimize adverse selection.
- J.-P. Boucher & M. Pigeon (2019)View publication
A Claim Score for Dynamic Claim Counts Modelling, Canadian Institute of Actuaries
In this paper, we propose a straightforward but significant modification to this Bonus-Malus Systems Model for Panel Count Data (BMS-panel model). It changes the way the parameters are estimated, drastically reducing both the complexity and the time of the calibration procedure.
- P. Shi, W. Zhang & J.-P. Boucher (2018)View publication
Dynamic Moral Hazard: A Longitudinal Examination of Automobile Insurance in Canada, Journal of Risk and Insurance, vol. 85, no 4, p. 939-958.
This article examines moral hazard in the context of dynamic contracting in automobile insurance. Economic theory shows that experience rating of insurers results in state dependence of driving behavior under moral hazard.
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