Longevity studies based on kernel hazard estimation

DOI10.1016/S0167-6687(00)00076-7zbMath1013.62102OpenAlexW1992373804MaRDI QIDQ5938017

Angie Felipe, Montserrat Guillen, Jens Perch Nielsen

Publication date: 3 July 2003

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

Full work available at URL: https://doi.org/10.1016/s0167-6687(00)00076-7

zbMATH Keywords

kernel estimationboundary correctioncounting process theorymarker dependent hazardsmortality trends

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Protein sequences, DNA sequences (92D20)

Related Items (6)

A comparison of models for dynamic life tables. Application to mortality data from the Valencia region (Spain) ⋮ Separable factor analysis with applications to mortality data ⋮ A Multiple State Model for Disability Using the Decomposition of Death Probabilities and Cross-Sectional Data ⋮ Two-dimensional Hazard Estimation for Longevity Analysis ⋮ Bivariate discrete beta kernel graduation of mortality data ⋮ Using Wavelet Techniques to Approximate the Subjacent Risk of Death

Cites Work

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• Moving weighted average graduation using kernel estimation
• Dual modelling and select mortality
• Kernel estimation in a nonparametric marker dependent hazard model
• The choice of a kernel function in the graduation of counting process intensities
• Marker dependent kernel hazard estimation from local linear estimation
• Statistical models based on counting processes
• An investigation into parametric model for mortality projections, with applications to immediate annuitants' and life office pensioners' data

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