Semi-parametric extensions of the Cairns-Blake-Dowd model: a one-dimensional kernel smoothing approach

DOI10.1016/j.insmatheco.2017.10.001zbMath1397.91290OpenAlexW3125213308MaRDI QIDQ1681098

Colin O'Hare, Han Li

Publication date: 23 November 2017

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

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2017.10.001

zbMATH Keywords

kernel smoothingforecastingmortalitytime-varying coefficientssemi-parametric

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Mathematical geography and demography (91D20)

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Uses Software

• Demography
• StMoMo

Cites Work

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