In-sample forecasting applied to reserving and mesothelioma mortality

DOI10.1016/j.insmatheco.2014.12.001zbMath1314.91144OpenAlexW2022164941MaRDI QIDQ2347099

Enno Mammen, María Dolores Martínez Miranda, Jens Perch Nielsen

Publication date: 26 May 2015

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

Full work available at URL: http://openaccess.city.ac.uk/id/eprint/4962/1/ForecastingCCL_rev1.pdf

zbMATH Keywords

kernel density estimationnonparametricmultiplicativechain ladderreserve risk

Mathematics Subject Classification ID

Density estimation (62G07) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Related Items

Smooth Backfitting of Proportional Hazards With Multiplicative Components, Estimation of a semiparametric multiplicative density model, Calendar effect and in-sample forecasting, A comparison of in-sample forecasting methods, Unnamed Item, Asymptotics for in-sample density forecasting

Uses Software

• R
• DCL

Cites Work

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