Semiparametric Regression for Dual Population Mortality

DOI10.1080/10920277.2021.1914665zbMath1500.91116arXiv1912.04406OpenAlexW3176253459MaRDI QIDQ5043477

Gary Venter, Şule Önsel Şahin

Publication date: 6 October 2022

Published in: North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1912.04406

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Applications of statistics to actuarial sciences and financial mathematics (62P05) Actuarial mathematics (91G05)

Related Items (1)

A Mortality Model for Pandemics and Other Contagion Events

Uses Software

• SemiPar
• glmnet
• RStan

Cites Work

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• Semiparametric Regression with R
• Continuous-time multi-cohort mortality modelling with affine processes
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
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• STOCHASTIC CLAIMS RESERVING VIA A BAYESIAN SPLINE MODEL WITH RANDOM LOSS RATIO EFFECTS
• PARSIMONIOUS PARAMETERIZATION OF AGE-PERIOD-COHORT MODELS BY BAYESIAN SHRINKAGE

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