Apport des méthodes de durée de vie au domaine de l'assurance. Application aux contrats d'assurances automobiles

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.
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Conference papers
41èmes Journées de Statistique, SFdS, Bordeaux, 2009, Bordeaux, France, France. 2009
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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>

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