François Guertin

University of Montreal - Center for Research on Transportation

C.P. 6128, Succ. Centre-Ville

Montreal, Quebec H3C 3J7

Canada

SCHOLARLY PAPERS

3

DOWNLOADS

255

SSRN CITATIONS

3

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Vehicle and Fleet Random Effects in a Model of Insurance Rating for Fleets of Vehicles

Number of pages: 67 Posted: 13 Oct 2004
HEC Montreal - Department of Finance, University of Montreal - Center for Research on Transportation, University of Montreal - Center for Research on Transportation and University of Montreal - Center for Research on Transportation
Downloads 125 (262,676)
Citation 2

Abstract:

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Fleet of vehicles, random effects, vehicle effect, fleet effect, insurance rating, behaviors of owners and drivers, Poisson, gamma, Dirichlet, parametric model

2.

Poisson Models with Employer-Employee Unobserved Heterogeneity: An Application to Absence Data

Number of pages: 25 Posted: 25 May 2007
University of Montreal - Center for Research on Transportation, University of Montreal - Center for Research on Transportation, HEC Montreal - Department of Finance, HEC Montreal - Institute of Applied Economics and University of Montreal - Center for Research on Transportation
Downloads 81 (350,546)

Abstract:

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Absenteeism, Linked Employer-Employee Data, Employer-Employee Unobserved Heterogeneity, Count Data Models, Dirichlet Distribution

3.

Modelling and Estimating Individual and Firm Effects with Count Panel Data

Number of pages: 82 Posted: 02 May 2015 Last Revised: 17 Jan 2018
University of Montreal - Center for Research on Transportation, University of Montreal - Center for Research on Transportation, HEC Montreal - Department of Finance and University of Montreal - Center for Research on Transportation
Downloads 49 (451,928)
Citation 1

Abstract:

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Individual effect, firm effect, non-linear model, panel data, Poisson, Dirichlet, insurance pricing, R code