A state space formulation of Whittaker graduation, with extensions

DOI10.1016/0167-6687(93)90529-XzbMath0789.62090OpenAlexW2089502842MaRDI QIDQ1318543

Richard J. Verrall

Publication date: 27 March 1994

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6687(93)90529-x

zbMATH Keywords

Kalman filterWhittaker graduationsmoothing methodlife tablesnon-parametric regressionstate space formautomatic methoddynamic regression analysisparametric curve fitting methods

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Related Items

Data graduation based on statistical time series methods, Efficient computation for Whittaker-Henderson smoothing, An extension of the Whittaker–Henderson method of graduation

Cites Work

• Unnamed Item
• A Bayesian interpretation of Whittaker-Henderson graduation
• Dynamic Generalized Linear Models and Bayesian Forecasting