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

Listed author(s):
  • Aymric Kamega

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

  • Frédéric Planchet


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

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

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Date of creation: 17 May 2011
Publication status: Published in Bulletin Français d'Actuariat, Institut des Actuaires, 2011, 11 (21), pp.99-129
Handle: RePEc:hal:journl:hal-00593874
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  1. Frédéric Planchet & Pierre-Emmanuel Thérond, 2006. "Modèles de durée - Applications actuarielles," Post-Print hal-00530877, HAL.
  2. Aymric Kamega & Frédéric Planchet, 2010. "Mesure du risque d'estimation associé à une table d'expérience," Post-Print hal-00553863, HAL.
  3. 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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