Mélanges de GLMs et nombre de composantes : application ... - Scor
Mélanges de GLMs et nombre de composantes : application ... - Scor
Mélanges de GLMs et nombre de composantes : application ... - Scor
Create successful ePaper yourself
Turn your PDF publications into a flip-book with our unique Google optimized e-Paper software.
BIBLIOGRAPHIE<br />
Schlattmann, P. (2003), ‘Estimating the number of components in a finite mixture mo<strong>de</strong>l :<br />
the special case of homogeneity’, Computational Statistics and Data Analysis 41, 441–451.<br />
Schwarz, G. (1978), ‘Estimating the dimension of a mo<strong>de</strong>l’, Annals of Statistics 6, 461–464.<br />
Shen, W. and Xu, H. (2005), ‘The valuation of unit-linked policies with or without surren<strong>de</strong>r<br />
options’, Insurance : Mathematics and Economics 36, 79–92.<br />
Stanton, R. (1995), ‘Rational prepayment and the valuation of mortgage-backed securities’,<br />
Review of Financial 8, 677–708.<br />
Teicher, H. (1963), ‘I<strong>de</strong>ntifiability of finite mixtures’, Annals of Mathematical Statistics<br />
34, 1265–1269.<br />
Torsten, K. (2009), Valuation and hedging of participating life-insurance policies un<strong>de</strong>r management<br />
discr<strong>et</strong>ion, in ‘Insurance : Mathematics and Economics Proceedings’, Vol. 44,<br />
pp. 78–87.<br />
Tsai, C., Kuo, W. and Chen, W.-K. (2002), ‘Early surren<strong>de</strong>r and the distribution of policy<br />
reserves’, Insurance : Mathematics and Economics 31, 429–445.<br />
van <strong>de</strong>r Vaart, A. (1998), Asymptotic statistics, Cambridge Series in Statistical and Probabilistic<br />
Mathematics, Cambridge.<br />
Vandaele, N. and Vanmaele, M. (2008), ‘Explicit portfolio for unit-linked life insurance<br />
contracts with surren<strong>de</strong>r option’, Journal of Computational and Applied Mathematics .<br />
Viquerat, S. (2010), On the efficiency of recursive evaluations in relation to risk theory <strong>application</strong>s,<br />
PhD thesis.<br />
Wald, A. (1949), ‘Note on the consistency of the maximum likelihood estimate’, The Annals<br />
of Mathematical Statistics 20(4), 595–601.<br />
Wang, P. (1994), Mixed Regression Mo<strong>de</strong>ls for Discr<strong>et</strong>e Data, PhD thesis, University of British<br />
Columbia, Vancouver.<br />
Wenbin, L. (2006), ‘Penalized minimum matching distance-gui<strong>de</strong>d em algorithm’, International<br />
Journal of Electronics and Communications 60, 235–239.<br />
Wolfe, J. (1971), A monte carlo study of sampling distribution of the likelihood ratio for<br />
mixtures of multinormal distributions, Technical Report STB-72-2, San Diego : U.S. Naval<br />
Personnel and Training Research Laboratory.<br />
Yang, Y. (2005), ‘Can the strengths of aic and bic be shared ? a conflict b<strong>et</strong>ween mo<strong>de</strong>l<br />
i<strong>de</strong>ntification and regression estimation’, Biom<strong>et</strong>rika 92(4), 937–950.<br />
185