Apport des méthodes de durée de vie au domaine de l'assurance. Application aux contrats d'assurances automobiles - Inria - Institut national de recherche en sciences et technologies du numérique Access content directly
Conference Papers Year : 2009

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.
Fichier principal
Vignette du fichier
p65.pdf (57.4 Ko) Télécharger le fichier
Origin : Files produced by the author(s)
Loading...

Dates and versions

inria-00386619 , version 1 (22-05-2009)

Identifiers

  • HAL Id : inria-00386619 , version 1
  • PRODINRA : 249693

Cite

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. ⟨inria-00386619⟩
280 View
1327 Download

Share

Gmail Facebook X LinkedIn More