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L'utilisation des splines bidimensionnels pour l'estimation de lois de maintien en arrêt de travail

Author

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  • Frédéric Planchet

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

  • Pascal Winter

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

Abstract

The aim of this paper is to propose an operational two-dimensional parametric adjustment for laws of maintenance in disability. The method suggested rests on splines in dimension 2; it is applied to a real data set, and the scale of reserving which results from it is compared with the scale of reference of the BCAC.

Suggested Citation

  • Frédéric Planchet & Pascal Winter, 2007. "L'utilisation des splines bidimensionnels pour l'estimation de lois de maintien en arrêt de travail," Post-Print hal-00443004, HAL.
    • Handle: RePEc:hal:journl:hal-00443004
    Note: View the original document on HAL open archive server: https://hal.science/hal-00443004
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    Cited by:

    1. Tomas, Julien & Planchet, Frédéric, 2013. "Multidimensional smoothing by adaptive local kernel-weighted log-likelihood: Application to long-term care insurance," Insurance: Mathematics and Economics, Elsevier, vol. 52(3), pages 573-589.

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