ABSTRACT
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 & The´rond (2011) or Martinussen & Scheike (2006).
