Article Dans Une Revue Insurance: Mathematics and Economics Année : 2018

Non-parametric inference of transition probabilities based on Aalen–Johansen integral estimators for acyclic multi-state models: application to LTC insurance

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Référence hal-01169772 Objet présenté à une conférence Quentin Guibert. Non-parametric inference of transition probabilities based on Aalen-Johansen integral estimators for semi-competing risks data - Application to LTC insurance. Conference of the LIFE Section of the International Actuarial Association, Jun 2015, Oslo, Norway. ⟨hal-01169772⟩

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Référence hal-01183542 Preprint Quentin Guibert, Frédéric Planchet. Non-Parametric Inference of Transition Probabilities Based on Aalen-Johansen Integral Estimators for Acyclic Multi-State Models: Application to LTC Insurance. 2018. ⟨hal-01183542v2⟩

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hal-01955234 , version 1 (14-12-2018)

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  • HAL Id : hal-01955234 , version 1

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Quentin Guibert, Frédéric Planchet. Non-parametric inference of transition probabilities based on Aalen–Johansen integral estimators for acyclic multi-state models: application to LTC insurance. Insurance: Mathematics and Economics, 2018, 82, pp.21-36. ⟨hal-01955234⟩
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