ANTONIO Katrien

< Back to ILB Patrimony
Topics of productions
Affiliations
No affiliations identified.
  • 2019
    Contributions to modeling duration data in the presence of censoring: application to the study of health insurance contract terminations.

  • Contributions to modeling duration data in the presence of censoring: application to the study of health insurance contract terminations.

    Yohann LE FAOU, Olivier LOPEZ, Gerard BIAU, Arnaud COHEN, Philippe SAINT PIERRE, Katrien ANTONIO, Christian p. ROBERT
    2019
    In this thesis, we are interested in duration models in the context of modeling the termination durations of health insurance contracts. Identified as early as the 17th century and the studies of Graunt J. (1662) on mortality, the bias induced by the censoring of duration data observed in this context must be corrected by the statistical models used. Through the problem of measuring the dependence between two successive durations, and the problem of predicting the duration of termination of an insurance contract, we study the theoretical and practical properties of different estimators based on a method of weighting the observations (the so-called IPCW method) aimed at correcting this bias. The application of these methods to the estimation of the customer value in insurance is also detailed.
    More informations See the publication
Affiliations are detected from the signatures of publications identified in scanR. An author can therefore appear to be affiliated with several structures or supervisors according to these signatures. The dates displayed correspond only to the dates of the publications found. For more information, see https://scanr.enseignementsup-recherche.gouv.fr