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Modèles Linéaires Généralisés Et Extensions

Utilisation Pratique en Assurance Non-vie

Language FrenchFrench
Book Paperback
Book Modèles Linéaires Généralisés Et Extensions Lucien Diégane Gning
Libristo code: 06946530
Publishers Éditions universitaires européennes, November 2011
Ce travail de thčse est consacrée ŕ l'étude des modčles linéaires généralisés (GLM) et modčles linéa... Full description
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Ce travail de thčse est consacrée ŕ l'étude des modčles linéaires généralisés (GLM) et modčles linéaires généralisés hiérarchiques (HGLM), plus particuličrement ŕ ceux traitant des données de comptage. C'est ainsi que nous donnons des conditions nécessaires et suffisantes pour l'existence et l'unicité des EMV des paramčtres de différents types de modčles de Poisson et binomiale né- gative régression. Nous donnons également une condition suffisante pour l'existence d'EMV des paramčtres du HGLM Poisson-gamma ŕ variables explicatives non dépendantes du temps. Nous montrons ensuite que dans un cadre de tarification a posteriori en assurance non-vie, le HGLM binomiale négatif-bęta ajuste la corrélation entre les nombres successifs de sinistres d'un individu contrairement au HGLM Poisson-gamma, ce qui engendre alors une différence significa- tive de tarif selon le modčle utilisé pour calculer un tel tarif a posteriori. Enfin, sur la base de simu- lations de portefeuilles d'assurance de type automobile, nous montrons l'importance du choix du modčle dans le cadre de la tarification a posteriori.

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About the book

Full name Modèles Linéaires Généralisés Et Extensions
Author Lucien Diégane Gning
Language French
Binding Book - Paperback
Date of issue 2012
Number of pages 148
EAN 9786131506086
Libristo code 06946530
Publishers Éditions universitaires européennes
Weight 239
Dimensions 150 x 220 x 9

Categories

Mathematics & Science > Mathematics
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