L'utilisation des splines bidimensionnels pour l'estimation de lois de maintien en arrêt de travail

Frédéric Planchet () and Pascal Winter
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Pascal Winter: LSAF - Laboratoire de Sciences Actuarielle et Financière - UCBL - Université Claude Bernard Lyon 1 - Université de Lyon

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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: 2007-01-01
Note: View the original document on HAL open archive server: https://hal.science/hal-00443004v1
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Published in Bulletin Français d'Acturiat, 2007, 7 (13), pp.83..106

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-00443004

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