Moving weighted average graduation using kernel estimation

DOI10.1016/0167-6687(93)90821-6zbMath0778.62096OpenAlexW2047592095MaRDI QIDQ689575

Steven Haberman, John Gavin, Richard J. Verrall

Publication date: 9 January 1994

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

Full work available at URL: https://doi.org/10.1016/0167-6687(93)90821-6

zbMATH Keywords

tablesenglish life tables number 14moving weighted average graduationnew kernel estimatoroptimal smoothing kernelSpencer's 21- term formula

Mathematics Subject Classification ID

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

Related Items (11)

A comparison of models for dynamic life tables. Application to mortality data from the Valencia region (Spain) ⋮ Claims reserving and generalised additive models ⋮ Kernel density estimation of actuarial loss functions ⋮ Multidimensional smoothing by adaptive local kernel-weighted log-likelihood: application to long-term care insurance ⋮ Dynamic modelling and coherent forecasting of mortality rates: a time-varying coefficient spatial-temporal autoregressive approach ⋮ A geostatistical approach for dynamic life tables: the effect of mortality on remaining lifetime and annuities ⋮ Longevity studies based on kernel hazard estimation ⋮ Bivariate discrete beta kernel graduation of mortality data ⋮ Using Wavelet Techniques to Approximate the Subjacent Risk of Death ⋮ Modelling residuals dependence in dynamic life tables: a geostatistical approach ⋮ Using Parametric Bootstrap to Introduce and Manage Uncertainty: Replicated Loaded Insurance Life Tables

Cites Work

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• The choice of a kernel function in the graduation of counting process intensities
• The tails in moving average graduation

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