Revisiting Whittaker-Henderson Smoothing

Autor: Biessy, Guillaume

Introduced nearly a century ago, Whittaker-Henderson smoothing is still widely used by actuaries for constructing one-dimensional and two-dimensional experience tables for mortality, disability and other Life Insurance risks. Our paper reframes this

Externí odkaz: http://arxiv.org/abs/2306.06932

Quantification et caractérisation des mouvements verticaux aux courtes échelles de temps dans les zones dites stables

Autor: Biessy, Guillaume

Les déformations de la surface de la Terre résultent de plusieurs processus géologiques, très étudiés aux frontières de plaques en raison de leurs fortes amplitudes. Leurs caractéristiques sont variées : amplitude, durée, périodicité et v

Externí odkaz: http://tel.archives-ouvertes.fr/tel-00472690
http://tel.archives-ouvertes.fr/docs/00/47/26/90/PDF/THESE_GBIESSY.pdf

Smoothing of multidimensional biometric laws in a Long-Term Care Insurance portfolio

Autor: Biessy, Guillaume

Among biometric risks, the Long-Term Care (LTC) risk is very challenging to model. Indeed, 3 biometric laws are involved in the LTC process: the incidence rates in the disabled state as well as separate mortality rates for active and disabled lives.

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::9fc306f04a5e19320d46a4897854db76
https://hal.archives-ouvertes.fr/hal-02066307

Modélisation semi-markovienne de la perte d'autonomie chez les personnes âgées : application à l'assurance dépendance

Autor: Biessy, Guillaume

Publikováno v: Applications [stat.AP]. Université Paris-Saclay; Université d'Evry Val d'Essonne, 2016. Français
Applications [stat.AP]. Université Paris-Saclay; Université d'Evry Val d'Essonne, 2016. Français. ⟨NNT : ⟩

Alongside the increase in life expectancy observed in developed countries since the beginningof the 20th century , numerous challenges arise for modern societies. Among them the loss ofautonomy in elderly people, also known as Long-Term Care (LTC). L

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::513c5241b05b6e1a770429719c268cea
https://tel.archives-ouvertes.fr/tel-01423193

Continuous time semi-Markov inference of biometric laws associated with a Long-Term Care Insurance portfolio

Autor: Biessy, Guillaume

Unlike the mortality risk on which actuaries have been working for more than a century, the long-term care (LTC) risk is young and as of today hardly mastered. Semi-Markov processes have been identified as an adequate tool to study this risk. Neverth

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::021cc51ea580b7c9cdeb85e324e0a6ea
https://hal.archives-ouvertes.fr/hal-01220564v3