Raissa Coulibaly

Doctorat en mathématiques,
UQAM

Direction de recherche:

  • Jean-Philippe Boucher, professeur au Département de mathématiques de l’Université du Québec à Montréal

Thèse de doctorat:

Coulibaly, Raissa (à venir), « Expérience d’assurance et durée de couverture dans la tarification sous une loi de Tweedie », Dir.: Jean-Philippe Boucher et Mathieu Pigeon, Thèse de doctorat. Montréal (Québec, Canada), Université du Québec à Montréal, Doctorat en mathématiques.

Publications

  • J.-P. Boucher, R.Coulibaly & J. Trufin (2026), Varying Risk Exposure in Auto Insurance: A Weighted Tweedie Framework for Experience Rating and Cancellation Penalties, Soumis pour publication

    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 insurer, we document a marked difference in claims experience between policyholders who maintain their coverage until maturity and those who cancel their policies mid-term. Building on the classical Tweedie framework, we introduce flexible weighting functions and a premium penalty structure that depend on the level of exposure, allowing for a more realistic representation of the earned premium when coverage is interrupted before the end of the policy period. We compare several weighting structures within the Tweedie framework and examine their theoretical properties, as well as their empirical performance using deviance-based model comparison criteria, the Area Between the Curves (ABC) criterion derived from concentration and Lorenz curves, and Murphy diagrams grounded in Bregman dominance. To operationalize the proposed models, monotonicity and non-negativity constraints are imposed on the penalty function, ensuring consistency with actuarial principles. Finally, using real-world data, we show that this approach provides both a strategic and competitive advantage: it allows the insurer to indirectly compensate for large losses through a cancellation surcharge, while preserving actuarial coherence and statistical consistency.

  • J.-P. Boucher & R.Coulibaly (2026), Comparison of Offset and Ratio Weighted Regressions in Tweedie Models with Application to Mid-Term Cancellations, European Actuarial Journal, publication prochaine

    In property and casualty insurance, particularly in automobile insurance, risk exposure is traditionally associated with the coverage duration. However, factors such as early contract cancellations demand more precise modelling to ensure accurate premium pricing. This study introduces and compares two approaches for modelling total claims (or loss costs) in insurance portfolios with a high proportion of policies that have partial-year exposure: the offset and ratio methods. We demonstrate that both approaches can be viewed as weighted regressions under the Tweedie distribution framework. Through an analysis based on the financial balance property, we find that the ratio approach outperforms the offset method. This comparison is illustrated using an automobile insurance portfolio, where a significant share of policyholders terminate their contracts before the coverage period concludes.

  • J.-P. Boucher & R.Coulibaly (2023), Bonus-Malus Scale Premiums for Tweedie’s Compound Poisson Models, Annals of Actuarial Science, 1-25.

    Based on the recent paper by Delong et al. (2021), two distributions for the total claims amount (loss cost) are considered: Compound Poisson-gamma (CPG) and Tweedie. Each is used as an underlying distribution in the Bonus-Malus Scale (BMS) model described in the paper by Boucher (2023). The BMS model links the premium of an insurance contract to a function of the insurance experience of the related policy. In other words, the idea is to model the increase and the decrease in premiums for insureds that do or do not file claims. Therefore, our proposed models can be seen as a generalization of the paper of Delong et al. (2021) and an extension of the work of Boucher (2023). We applied our approach to a sample of data from a major insurance company in Canada. Data fit and predictability were analyzed. We showed that the studied models are exciting alternatives to consider from a practical point of view, and that predictive ratemaking models can address some important practical considerations.

Présentations scientifiques

  • Comparison of Offset and Weighted Regressions in Tweedie Case, International Congress on Insurance: Mathematics and Economics, Chicago, Canada (ON), 8 juillet 2024.
  • Bonus-Malus Scale Models For Claim Severities And Total Claim Amounts: Tweedie Distribution, Actuarial Research Conference (ARC), Drake University, Des Moines, USA (IA), 30 juillet 2023.
  • Double Generalized Linear Model (DGLM): Tweedie Distribution, Quantact SummerDay, Université Concordia, Montréal, Canada (QC), 22 juillet 2022.

Implications

Présentations locales

  • Comparison of Offset and Ratio Weighted Regressions in Tweedie Models with Application to Mid-Term Cancellations, Séminaire de la Chaire Co-operators en analyse des risques actuariels, UQAM, Montréal, Canada (QC), 27 novembre 2024.
  • Bonus-Malus Scale Models For Claim Severities And Total Claim Amounts: Tweedie Distribution, Show and Share (Co-operators), Virtuel, 23 septembre 2023.
  • Bonus-Malus Scale Models For Claim Severities And Total Claim Amounts: Tweedie Distribution, Séminaire de la Chaire Co-operators en analyse des risques actuariels, UQAM, Montréal, Canada (QC), 21 septembre 2023.
  • Quelques modèles de calcul des primes d’assurance, Séminaire d’été des étudiants en actuariat et en statistique, UQAM, Montréal, Canada (QC), 1er mai 2023.
  • Double Generalized Linear Model (DGLM): Tweedie Distribution, Séminaire d’été des étudiants en actuariat et en statistique, UQAM, Montréal, Canada (QC), 1er juillet 2022.
  • Double Generalized Linear Model (DGLM): Tweedie Distribution, Séminaire de la Chaire Co-operators en analyse des risques actuariels, UQAM, Montréal, Canada (QC), 1er juin 2022.

Enseignement

Autres

  • Secrétaire générale de l’Association étudiante des cycles supérieur en mathématiques (10/2021- 09/2022)
  • Membre du programme québécois de jumelage des personnes réfugiées LGBTQ+ au Canada (2023, 2024)
  • Volontaire pour le AIDS conference, Global entrance control (2023)
  • Volontaire pour le festival “Fierté Montréal” (2022)
  • Bénévole pour l’Association Québécoise des Jeux Mathématiques (2024, 2025, 2026)