Etude des marchés d'assurance non-vie à l'aide d'équilibres de ...

tel-00703797, version 2 - 7 Jun 2012
BIBLIOGRAPHIE
Jablonowski, M. (1985). Earnings cycles in property/casualty insurance : A behavioral
theory. CPCU Journal, 38(3):143–150.
Jackman, S. (2011). pscl : Classes and Methods for R Developed in the Political Science
Computational Laboratory, Stanford University. Department of Political Science, Stanford
University. R package version 1.04.1.
Jeffrey, A. et Dai, H.-H. (2008). Handbook of Mathematical Formulas and Integrals. Academic
Press.
Jeyakumar, V. (1998). Simple Characterizations of Superlinear Convergence for Semismooth
Equations via Approximate Jacobians. Rapport technique, School of Mathematics, University
of New South Wales.
Jiang, H. (1999). Global convergence analysis of the generalized Newton and Gauss-Newton
methods for the Fischer-Burmeister equation for the complementarity problem. Mathematics
of Operations Research, 24(3):529–543.
Jiang, H., Fukushima, M., Qi, L. et Sun, D. (1998). A Trust Region Method for Solving
Generalized Complementarity Problem. SIAM Journal on Optimization, 8(1).
Jiang, H., Qi, L., Chen, X. et Sun, D. (1996). Semismoothness and superlinear convergence
in nonsmooth optimization and nonsmooth equations. In Nonlinear Optimization
and Applications. Plenum Press.
Jiang, H. et Ralph, D. (1998). Global and local superlinear convergence analysis of Newtontype
methods for semismooth equations with smooth least squares. In Fukushima, M. et
Qi, L., éditeurs : Reformulation - nonsmooth, piecewise smooth, semismooth and smoothing
methods. Boston MA : Kluwer Academic Publishers.
Joe, H. (1997). Multivariate dependence measure and data analysis. In Monographs on
Statistics and Applied Probability, volume 73. Chapman & Hall. 33
Johnson, N. L., Kotz, S. et Kemp, A. W. (2005). Univariate Discrete Distributions. Wiley
Interscience, 3rd édition.
Jones, D. S. (1997). Introduction to Asymptotics : a Treatment using Nonstandard Analysis.
World Scientific.
Kagraoka, Y. (2005). Modeling insurance surrenders by the negative binomial model. Working
Paper 2005.
Kakutani, S. (1941). A generalization of Brouwer’s fixed point theorem. Duke Math. J.,
8(3):457–459. 19
Kanzow, C. et Kleinmichel, H. (1998). A new class of semismooth Newton-type methods
for nonlinear complementarity problems. Computational Optimization and Applications,
11(3):227–251.
Kelsey, R., Anderson, D., Beauchamp, R., Black, S., Bland, R., Klauke, P. et Senator,
I. (1998). Workshop - price/demand elasticity. In General Insurance Convention
& ASTIN Colloquium. 5
227