摘要翻译:
本文的目的是提出一个可操作的二维参数调整法,以适应残疾情况下的维修规律。所建议的方法基于2维的样条;将其应用于实际数据集,并将其结果与BCAC的参考规模进行了比较。
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英文标题:
《L'utilisation des splines bidimensionnels pour l'estimation de lois de
maintien en arr\^et de travail》
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作者:
Fr\'ed\'eric Planchet (SAF), Pascal Winter (SAF)
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最新提交年份:
2010
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分类信息:
一级分类:Quantitative Finance 数量金融学
二级分类:General Finance 一般财务
分类描述:Development of general quantitative methodologies with applications in finance
通用定量方法的发展及其在金融中的应用
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一级分类:Quantitative Finance 数量金融学
二级分类:Computational Finance 计算金融学
分类描述:Computational methods, including Monte Carlo, PDE, lattice and other numerical methods with applications to financial modeling
计算方法,包括蒙特卡罗,偏微分方程,格子和其他数值方法,并应用于金融建模
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英文摘要:
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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PDF链接:
https://arxiv.org/pdf/1001.1907