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Hétérogénéité : mesure du risque d'estimation dans le cas d'une modélisation intégrant des facteurs observables

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  • Aymric Kamega

    (SAF - Laboratoire de Sciences Actuarielle et Financière - Université Claude Bernard - Lyon I : EA2429)

  • Frédéric Planchet

    ()
    (SAF - Laboratoire de Sciences Actuarielle et Financière - Université Claude Bernard - Lyon I : EA2429)

Abstract

Cette étude présente une mesure du risque d'estimation pour deux exemples de modèles intégrant l'hétérogénéité à partir de variables explicatives observables. En particulier, il s'agit ici de montrer que le choix de tels modèles pour prendre en compte l'hétérogénéité permet de limiter le niveau du risque d'estimation.

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Bibliographic Info

Paper provided by HAL in its series Post-Print with number hal-00593874.

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Date of creation: 17 May 2011
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Publication status: Published, Bulletin Français d'Actuariat, 2011, 11, 21, 99-129
Handle: RePEc:hal:journl:hal-00593874

Note: View the original document on HAL open archive server: http://hal.archives-ouvertes.fr/hal-00593874/en/
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  1. Aymric Kamega & Frédéric Planchet, 2010. "Mesure du risque d'estimation associé à une table d'expérience," Post-Print hal-00553863, HAL.
  2. John Bongaarts & Griffith Feeney, 2002. "How Long Do We Live?," Population and Development Review, The Population Council, Inc., vol. 28(1), pages 13-29.
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