GAUSSIAN PROCESS MODELS FOR MORTALITY RATES AND IMPROVEMENT FACTORS

DOI10.1017/asb.2018.24zbMath1403.62193arXiv1608.08291OpenAlexW3125957545MaRDI QIDQ4691257

Michael Ludkovski, J. Risk, Howard Zail

Publication date: 19 October 2018

Published in: ASTIN Bulletin (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1608.08291

zbMATH Keywords

Gaussian processesmortalitymortality modelingmortality improvement

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Gaussian processes (60G15) Applications of statistics to actuarial sciences and financial mathematics (62P05) Mathematical geography and demography (91D20)

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Uses Software

• DiceKriging
• DiceOptim
• tgp
• Stan
• MortalitySmooth

Cites Work

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