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Hétérogénéité : mesure du risque d'estimation dans le cas d'une modélisation intégrant des facteurs observables

Author

Listed:
  • Aymric Kamega

    (SAF - Laboratoire de Sciences Actuarielle et Financière - UCBL - Université Claude Bernard Lyon 1 - Université de Lyon)

  • Frédéric Planchet

    (SAF - Laboratoire de Sciences Actuarielle et Financière - UCBL - Université Claude Bernard Lyon 1 - Université de Lyon)

Abstract

Cette étude présente une mesure du risque d'estimation pour deux exemples de modèles intégrant l'hétérogénéité à partir de variables explicatives observables. En particulier, il s'agit ici de montrer que le choix de tels modèles pour prendre en compte l'hétérogénéité permet de limiter le niveau du risque d'estimation.

Suggested Citation

  • 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.
    • Handle: RePEc:hal:journl:hal-00593874
    Note: View the original document on HAL open archive server: https://hal.science/hal-00593874
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    References listed on IDEAS

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    1. Frédéric Planchet & Pierre-Emmanuel Thérond, 2006. "Modèles de durée - Applications actuarielles," Post-Print hal-00530877, HAL.
    2. Aymric Kamega & Frédéric Planchet, 2010. "Mesure du risque d'estimation associé à une table d'expérience," Post-Print hal-00553863, HAL.
    3. James W. Vaupel, 2002. "Life Expectancy at Current Rates vs. Current Conditions," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, vol. 7(8), pages 365-378.
    4. John Bongaarts & Griffith Feeney, 2002. "How Long Do We Live?," Population and Development Review, The Population Council, Inc., vol. 28(1), pages 13-29, March.
    5. James Vaupel & Kenneth Manton & Eric Stallard, 1979. "The impact of heterogeneity in individual frailty on the dynamics of mortality," Demography, Springer;Population Association of America (PAA), vol. 16(3), pages 439-454, August.
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