Mesure du risque d'estimation associé à une table d'expérience
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References listed on IDEAS
- Frédéric Planchet & Laurent Faucillon & Marc Juillard, 2006.
"Etude du risque systématique de mortalité,"
Post-Print
hal-00443029, HAL.
- Fr'ed'eric Planchet & Laurent Faucillon & Marc Juillard, 2010. "Etude du risque syst\'ematique de mortalit\'e," Papers 1001.1922, arXiv.org.
- Frédéric Planchet & Pierre-Emmanuel Thérond, 2006. "Modèles de durée - Applications actuarielles," Post-Print hal-00530877, HAL.
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Cited by:
- Aymric Kamega & Frédéric Planchet, 2011. "Hétérogénéité : mesure du risque d'estimation dans le cas d'une modélisation intégrant des facteurs observables," Post-Print hal-00593874, HAL.
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Keywords
hétérogénéité; Hoem; Kaplan-Meier; ajustement; modèle à référence externe (Brass); simulation; risque d'estimation; provision déterministe; provision stochastique; hétérogénéité.;All these keywords.
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