L'utilisation des splines bidimensionnels pour l'estimation de lois de maintien en arr\^et de travail

Fr\'ed\'eric Planchet and Pascal Winter
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Fr\'ed\'eric Planchet: SAF
Pascal Winter: SAF

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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.

Date: 2010-01
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Published in Bulletin Fran\c{c}ais d'Acturiat 7, 13 (2007) 83...106

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Persistent link: https://EconPapers.repec.org/RePEc:arx:papers:1001.1907

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