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arxiv: 1001.1907 · v1 · submitted 2010-01-12 · 💱 q-fin.GN · q-fin.CP

L'utilisation des splines bidimensionnels pour l'estimation de lois de maintien en arr\^et de travail

classification 💱 q-fin.GN q-fin.CP
keywords scalesplinesadjustmentappliedbcacbidimensionnelscompareddata
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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.

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