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Modèles Additifs et Non Additifs en Actuariat

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  • Vincke, Philippe

Abstract

De nombreux modèles, en actuariat, se basent sur l'existence d'une fonction d'utilité additive. Le but de cet article est de montrer que cette hypothèse enlève au problème traité son caractère dynamique et que la suppression de l'additivité conduit à une solution plus réaliste.

Suggested Citation

  • Vincke, Philippe, 1979. "Modèles Additifs et Non Additifs en Actuariat," ASTIN Bulletin, Cambridge University Press, vol. 10(2), pages 173-182, March.
    • Handle: RePEc:cup:astinb:v:10:y:1979:i:02:p:173-182_00
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