Chapter 10
Survival Analysis
Frédéric Planchet
ISFA - Université de Lyon 1, France — Prim'Act Lyon, France
Pierre-E. Thérond
ISFA - Université de Lyon 1, Galea & Associés Lyon, France
10.1 Introduction
The purpose of this chapter dedicated to duration models is to provide operational tools with R to implement them effectively in the context of their most common use in insurance. After a brief reminder of the theoretical context, examples that illustrate the practical implementation of the R functions concerned are provided. Each example begins with a reminder of the underlying theory and the associated code is commented. The reader interested in a complete presentation of theoretical concepts may consult for example, Planchet & Thérond (2011) ...
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