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

tel-00703797, version 2 - 7 Jun 2012
1.8. Appendix
Another enhancement is to weight the points in the regression (for xi) inversely relative
to the distance to xi. Generally we use the tricube weight function
w(z) = (1 − |z| 3 ) 3 1 |z|