Apport des méthodes de durée de vie au domaine de l'assurance. Application aux contrats d'assurances automobiles
Résumé
In this communication we are interested in survival models and their applications on actuarial problems. We particularly study the lifespan of car's insurance contracts and the phenomenon of cancellation. Thus, we compare the lifespan of car's insurance contracts estimated by traditional survival models (nonparametric, parametric and semi-parametric). We exploit also the results obtained with the Cox model where covariates are time dependent.
Domaines
Statistiques [math.ST]
Origine : Fichiers produits par l'(les) auteur(s)
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