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Tables de mortalité best estimate: une approche de crédibilité pour les portefeuilles de petite taille

Author

Listed:
  • Yahia Salhi

    (SAF - Laboratoire de Sciences Actuarielle et Financière - UCBL - Université Claude Bernard Lyon 1 - Université de Lyon)

Abstract

L'approche expliquée dans cet article permet de réviser, au fur et à mesure que de nouvelles observations de décès arrivent, l'ajustement de Makeham ou encore d'un modèle de lissage semi-paramétrique tout en prenant en compte la bonne représentation par âge des effectifs.

Suggested Citation

  • Yahia Salhi, 2019. "Tables de mortalité best estimate: une approche de crédibilité pour les portefeuilles de petite taille," Post-Print hal-01997734, HAL.
    • Handle: RePEc:hal:journl:hal-01997734
    Note: View the original document on HAL open archive server: https://hal.science/hal-01997734
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