Abstract : In this communication we are interested in survival models and their applications on actuarial problems. We particularly study the lifespan of car's insurance contracts and the phenomenon of cancellation. Thus, we compare the lifespan of car's insurance contracts estimated by traditional survival models (nonparametric, parametric and semi-parametric). We exploit also the results obtained with the Cox model where covariates are time dependent.
Type de document :
Communication dans un congrès
41èmes Journées de Statistique, SFdS, Bordeaux, 2009, Bordeaux, France, France. 2009
https://hal.inria.fr/inria-00386619
Contributeur : Conférence Jds2009
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Soumis le : vendredi 22 mai 2009 - 09:07:26
Dernière modification le : lundi 19 mars 2018 - 12:12:33
Document(s) archivé(s) le : jeudi 10 juin 2010 - 20:42:28
Kamal Boukhetala, Jean-Marie Marion, Abder Oulidi. Apport des méthodes de durée de vie au domaine de l'assurance. Application aux contrats d'assurances automobiles. 41èmes Journées de Statistique, SFdS, Bordeaux, 2009, Bordeaux, France, France. 2009. 〈inria-00386619〉
