L'utilisation des splines bidimensionnels pour l'estimation de lois de maintien en arrêt de travail - Quantitative Finance > General FinanceReportar como inadecuado




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Abstract: The aim of this paper is to propose an operational two-dimensional parametricadjustment for laws of maintenance in disability. The method suggested rests onsplines in dimension 2; it is applied to a real data set, and the scale ofreserving which results from it is compared with the scale of reference of theBCAC.



Autor: Frédéric Planchet SAF, Pascal Winter SAF

Fuente: https://arxiv.org/







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