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Adaptive parameter choice 1 Assurance dépendance 1 Choix adaptif des paramètres 1 Graduation 1 Local likelihood 1 Long-term care insurance 1 Vraisemblance locale 1 p-splines 1
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Planchet, Frédéric 1 Tomas, Julien 1
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Insurance: Mathematics and Economics 1
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Multidimensional smoothing by adaptive local kernel-weighted log-likelihood: Application to long-term care insurance
Tomas, Julien; Planchet, Frédéric - In: Insurance: Mathematics and Economics 52 (2013) 3, pp. 573-589
We are interested in modeling the mortality of long-term care (LTC) claimants having the same level of severeness (heavy claimant). Practitioners often use empirical methods that rely heavily on expert opinions. We propose approaches not depending on an expert’s advice. We analyze the...
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