L'utilisation des splines bidimensionnels pour l'estimation de lois de maintien en arr\^et de travail

TL;DR

This paper introduces a two-dimensional spline-based parametric method for estimating maintenance laws in disability, applied to real data, and compares the resulting reserve scale with a reference standard.

Contribution

It proposes a novel 2D spline approach for disability maintenance law estimation, enhancing existing methods with a flexible parametric adjustment.

Findings

The spline method provides a good fit to real data.

The reserve scale differs from the BCAC reference.

The approach improves estimation accuracy.

Abstract

The aim of this paper is to propose an operational two-dimensional parametric adjustment for laws of maintenance in disability. The method suggested rests on splines in dimension 2; it is applied to a real data set, and the scale of reserving which results from it is compared with the scale of reference of the BCAC.