Étude des indicateurs pouvant prédire la présence de fraude : une application à l'assurance automobile du Québec.

Rapport de recherche

Prédiction de l'attrition en date de renouvellement en assurance automobile avec processus gaussiens

Le domaine de l’assurance automobile fonctionne par cycles présentant des phases de profitabilité et d’autres de non-profitabilité. Dans les phases de non-profitabilité, les compagnies d’assurance ont généralement le réflexe d’augmenter le coût des primes afin de tenter de réduire les pertes. Par contre, de très grandes augmentations peuvent avoir pour effet de massivement faire fuir la clientèle vers les compétiteurs. Un trop haut taux d’attrition pourrait avoir un effet négatif sur la profitabilité à long terme de la compagnie. Une bonne gestion des augmentations de taux se révèle donc primordiale pour une compagnie d’assurance. Ce mémoire a pour but de construire un outil de simulation de l’allure du porte- feuille d’assurance détenu par un assureur en fonction du changement de taux proposé à chacun des assurés. Une procédure utilisant des régressions à l’aide de processus gaus- siens univariés est développée. Cette procédure offre une performance supérieure à la régression logistique, le modèle généralement utilisé pour effectuer ce genre de tâche.

Statistical methods for insurance fraud detection

Mémoire numérisé par la Division de la gestion de documents et des archives de l'Université de Montréal

Modélisation de l'espérance de vie des clients en assurance

Dans ce mémoire, nous proposons une méthodologie statistique permettant d’obtenir un estimateur de l’espérance de vie des clients en assurance. Les prédictions effectuées tiennent compte des caractéristiques individuelles des clients, notamment du fait qu’ils peuvent détenir différents types de produits d’assurance (automobile, résidentielle ou les deux). Trois approches sont comparées. La première approche est le modèle de Markov simple, qui suppose à la fois l’homogénéité et la stationnarité des probabilités de transition. L’autre modèle – qui a été implémenté par deux approches, soit une approche directe et une approche par simulations – tient compte de l’hétérogénéité des probabilités de transition, ce qui permet d’effectuer des prédictions qui évoluent avec les caractéristiques des individus dans le temps. Les probabilités de transition de ce modèle sont estimées par des régressions logistiques multinomiales.

Anaerobic sequencing batch biofilm reactor applied to automobile industry wastewater treatment: Volumetric loading rate and feed strategy effects

This paper presents a technological viability study of wastewater treatment in an automobile industry by an anaerobic sequencing batch biofilm reactor containing immobilized biomass (AnSBBR) with a draft tube. The reactor was operated in 8-h cycles, with agitation of 400 rpm, at 30 degrees C and treating 2.0 L wastewater per cycle. Initially the efficiency and stability of the reactor were studied when supplied with nutrients and alkalinity. Removal efficiency of 88% was obtained at volumetric loading rate (VLR) of 3.09 mg COD/L day. When VLR was increased to 6.19 mg COD/L day the system presented stable operation with reduction in efficiency of 71%. In a second stage the AnSBBR was operated treating wastewater in natura, i.e., without nutrients supplementation, only with alkalinity, thereby changing feed strategy. The first strategy consisted in feeding 2.0 L batch wise (10 min), the second in feeding 1.0 L of influent batch wise (10 min) and an additional 1.0 L fed-batch wise (4 h), both dewatering 2.0 L of the effluent in 10 min. The third one maintained 1.0 L of treated effluent in the reactor, without discharging, and 1.0 L of influent was fed fed-batch wise (4 h) with dewatering 1.0 L of the effluent in 10 min. For all implemented strategies (VLR of 1.40, 2.57 and 2.61 mg COD/L day) the system presented stability and removal efficiency of approximately 80%. These results show that the AnSBBR presents operational flexibility, as the influent can be fed according to industry availability. In industrial processes this is a considerable advantage, as the influent may be prone to variations. Moreover, for all the investigated conditions the kinetic parameters were obtained from fitting a first-order model to the profiles of organic matter, total volatile acids and methane concentrations. Analysis of the kinetic parameters showed that the best strategy is feeding 1.0 L of influent batchwise (10 min) and 1.0 L fed-batch wise (4 h) in 8-h cycle. (c) 2007 Elsevier B.V. All rights reserved.

Instrumented indentation testing of an epoxy adhesive used in automobile body assembling

Instrumented indentation has been used to investigate the mechanical properties of BETAMATE 1496 (R) Epoxy adhesive. The properties of the adhesive were analyzed by measuring its hardness and its Young`s modulus in samples extracted from six different positions of the front door of a commercial passenger vehicle in two phases of processing: after application of the adhesive in the door assembling (""pre-cured"" state) and after final cure in the painting oven (""cured"" state). Special attention was given to setting the optimal parameters (""creep"" time and unloading time step) for the instrumented indentation testing for the present application. Young`s modulus values around 1.1 +/- 0.2 GPa and hardness values around 0.15 +/- 0.05 GPa were obtained for all samples, irrespective of the variation of the indentation parameters in the testing procedure and of the relative position of the adhesive in the door frame in both states. (C) 2008 Elsevier Ltd. All rights reserved.

Greenhouse gases emission from soil contaminated with automobile industry residue in Brazil

Solid waste of the automobile industry containing large amounts of heavy metals might affect the emission of greenhouse gases (GHG) when applied to the soil. Accumulation of inorganic chemical elements in the environment generally occurs due to human activity (industry, agriculture, mining and waste landfills). Residues from human activities may release heavy metals to the soil solution, causing toxicity to plants and other soil organisms. Heavy metals may also be adsorbed to clay minerals and/or complexed by the soil organic matter, becoming a potential source of pollutants. Not much is known about the behavior of solid wastes in tropical soil as regarded as source of greenhouse gases (GHG). The emission of GHG (CO(2), CH(4) and N(2)O) was evaluated in incubated soil samples collected in an area contaminated with a solid residue from an automobile industry. Samples were randomly collected at 0 to 0.2 m (a mix of soil and residue), 0.2 to 0.4 m (only residue) and 0.4 to 0.6 m (only soil). A contiguous uncontaminated area, cultivated with sugarcane, was also sampled following the same protocol. Canonical Discriminant Analysis and Principal Component Analysis were applied to the data to evaluate the GHG emission rates. Emission rates of GHG were greater in the samples from the contaminated than the sugarcane area, particularly high during the first days of incubation. CO(2) emissions were greater in samples collected at the upper layer for both areas, while CH(4) and N(2)O emissions were similar in all samples. The emission rates of CH(4) were the most efficient variables to differentiate contaminated and uncontaminated areas.

Quality Assurance Through a Continuous Curriculum Review (CCR) Strategy: Reflections on a Pilot Project

Institutional research can be defined as "the activity in which the research effort of an academic institution is directed at the solution of its own problems and to the enhancement of its own performance" (Woodward, 1993, p. 113). This paper describes and reflects on an attempt at the University of Queensland to address the need for course quality appraisal for improvement. The strategy, Continuous Curriculum Review (CCR) is simply an attempt to trial and promote regular comprehensive data collection for developing 'snapshot' views of whole curricula so that decisions about what to change and what to change first can be made in an empirically defensible and timely manner. The strategy and reporting protocols that were developed are described, and the costs and benefits of engaging in this kind of data gathering exercise for quality assurance and quality enhancement purposes are discussed.

MDAI: Model based Design in Automobile Industry

It is proposed a new approach based on a methodology, assisted by a tool, to create new products in the automobile industry based on previous defined processes and experiences inspired on a set of best practices or principles: it is based on high-level models or specifications; it is component-based architecture centric; it is based on generative programming techniques. This approach follows in essence the MDA (Model Driven Architecture) philosophy with some specific characteristics. We propose a repository that keeps related information, such as models, applications, design information, generated artifacts and even information concerning the development process itself (e.g., generation steps, tests and integration milestones). Generically, this methodology receives the users' requirements to a new product (e.g., functional, non-functional, product specification) as its main inputs and produces a set of artifacts (e.g., design parts, process validation output) as its main output, that will be integrated in the engineer design tool (e.g. CAD system) facilitating the work.

Quality assurance and quality control in mammography: a review of available guidance worldwide

Objectives - Review available guidance for quality assurance (QA) in mammography and discuss its contribution to harmonise practices worldwide. Methods - Literature search was performed on different sources to identify guidance documents for QA in mammography available worldwide in international bodies, healthcare providers, professional/scientific associations. The guidance documents identified were reviewed and a selection was compared for type of guidance (clinical/technical), technology and proposed QA methodologies focusing on dose and image quality (IQ) performance assessment. Results - Fourteen protocols (targeted at conventional and digital mammography) were reviewed. All included recommendations for testing acquisition, processing and display systems associated with mammographic equipment. All guidance reviewed highlighted the importance of dose assessment and testing the Automatic Exposure Control (AEC) system. Recommended tests for assessment of IQ showed variations in the proposed methodologies. Recommended testing focused on assessment of low-contrast detection, spatial resolution and noise. QC of image display is recommended following the American Association of Physicists in Medicine guidelines. Conclusions - The existing QA guidance for mammography is derived from key documents (American College of Radiology and European Union guidelines) and proposes similar tests despite the variations in detail and methodologies. Studies reported on QA data should provide detail on experimental technique to allow robust data comparison. Countries aiming to implement a mammography/QA program may select/prioritise the tests depending on available technology and resources.

Futures of automobile industry and challenges on sustainable development and mobility

Portugal had only very few foresight exercises on the automobile sector, and the most recent one was a survey held in a project on work organisation systems in the automobile industry, its recent historical paths and the special strategies of location of companies (the WorTiS project). This involved several teams with different disciplinary backgrounds and from two Portuguese universities. The provisional main results of the first round of a Delphi survey held in Portugal on the automotive sector were already published, but a further analysis was not yet done. This foresight survey was done under the WorTiS project, developed in 2004 by IET – Research Centre on Enterprise and Work Innovation (at FCT-UNL), and financed by the Portuguese Ministry of Science and Technology. Some of this experience on foresight analysis is also been transferred to other projects, namely the WORKS project on work organisation restructuring in the knowledge society that received the support from EC and still is running. The majority of experts considered having an average of less knowledge in almost all the scenario topics presented. This means that information on the automotive industry is not spread enough among academics or experts in related fields (regional scientists, innovation economists, engineers, sociologists). Some have a good knowledge but in very specialised fields. Others have expertise on foresight, or macroeconomics, or management sciences, but feel insecure on issues related with futures of automobile sector. Nevertheless, we considered specially the topics where the experts considered themselves to have some knowledge. There were no “irrelevant” topics considered as such by the expert panel. There are also no topics that are not considered a need for co-operation. The lack of technological infrastructures was not considered as a hindered factor for the accomplishment of any scenario. The experts’ panel considered no other international competence besides US, Japan or Germany in these topics. Special focus will be made in this paper on the topic 2. Public policy and automobile industries, and more specifically on the technological and/or research policies issues, where one can specify the automobile’s role in transport policies with further implications like environment, safety, energy, mobility.

Voltammetric quantification of fluoxetine: application to quality control and quality assurance processes

The oxidative behaviour of fluoxetine was studied at a glassy carbon electrode in various buffer systems and at different pH using cyclic, differential pulse and square wave voltammetry. A new square wave voltammetric method suitable for the quality control of fluoxetine in commercial formulations has been developed using a borate pH 9 buffer solution as supporting electrolyte. Under optimized conditions, a linear response was obtained in the range 10 to 16 μM with a detection limit of 1.0 μM. Validation parameters such as sensitivity, precision and accuracy were evaluated. The proposed method was successfully applied to the determination of fluoxetine in pharmaceutical formulations. The results were statistically compared with those obtained by the reference high-performance liquid chromatographic method. No significant differences were found between the methods.

Multicriteria decision making: a case study in the automobile industry

Multi-criteria decision analysis(MCDA) has been one of the fastest-growing areas of operations research during the last decades. The academic attention devoted to MCDA motivated the development of a great variety of approaches and methods within the field. These methods distinguish themselves in terms of procedures, theoretical assumptions and type of decision addressed. This diversity poses challenges to the process of selecting the most suited method for a specific real-world decision problem. In this paper we present a case study in a real-world decision problem arising in the painting sector of an automobile plant. We tackle the problem by resorting to the well-known AHP method and to the MCDA method proposed by Pereira and Fontes (2012) (MMASSI). By relying on two, rather than one, MCDA methods we expect to improve the confidence and robustness of the obtained results. The contributions of this paper are twofold: first, we intend to investigate the contrasts and similarities of the results obtained by distinct MCDA approaches (AHP and MMASSI); secondly, we expect to enrich the literature of the field with a real-world MCDA case study on a complex decision making problem since there is a paucity of applied research work addressing real decision problems faced by organizations.

Multicriteria decision making: a case study in the automobile industry

Multi-criteria decision analysis (MCDA) has been one of the fastest-growing areas of operations research during the last decades. The academic attention devoted to MCDA motivated the development of a great variety of approaches and methods within the field. These methods distinguish themselves in terms of procedures, theoretical assumptions and type of decision addressed. This diversity poses challenges to the process of selecting the most suited method for a specific real-world decision problem. In this paper we present a case study in a real-world decision problem arising in the painting sector of an automobile plant. We tackle the problem by resorting to the well-known AHP method and to the MCDA method proposed by Pereira and Fontes (2012) (MMASSI). By relying on two, rather than one, MCDA methods we expect to improve the confidence and robustness of the obtained results. The contributions of this paper are twofold: first, we intend to investigate the contrasts and similarities of the results obtained by distinct MCDA approaches (AHP and MMASSI); secondly, we expect to enrich the literature of the field with a real-world MCDA case study on a complex decision making problem since there is a paucity of applied research work addressing real decision problems faced by organizations.