Skip to Main content Skip to Navigation
Theses

Contributions à la modélisation des données de durée en présence de censure : application à l'étude des résiliations de contrats d'assurance santé

Abstract : In this thesis, we study duration models in the context of the analysis of contract termination time in health insurance. Identified from the 17th century and the original work 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 the measure of dependence between successives durations, and the problem of the prediction of contract termination time in insurance, we study the theoretical and practical properties of different estimators that rely on a proper weighting of the observations (the so called IPCW method) designed to compensate this bias. The application of these methods to customer value estimation is also carefully discussed.
Complete list of metadatas

Cited literature [225 references]  Display  Hide  Download

https://tel.archives-ouvertes.fr/tel-03017164
Contributor : Abes Star :  Contact
Submitted on : Friday, November 20, 2020 - 5:18:07 PM
Last modification on : Sunday, November 22, 2020 - 3:24:48 AM

File

LE_FAOU_Yohann_2019.pdf
Version validated by the jury (STAR)

Identifiers

  • HAL Id : tel-03017164, version 1

Citation

Yohann Le Faou. Contributions à la modélisation des données de durée en présence de censure : application à l'étude des résiliations de contrats d'assurance santé. Statistiques [math.ST]. Sorbonne Université, 2019. Français. ⟨NNT : 2019SORUS527⟩. ⟨tel-03017164⟩

Share

Metrics

Record views

72

Files downloads

7