WH (Q5982024)
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Enhanced Implementation of Whittaker-Henderson Smoothing
Language | Label | Description | Also known as |
---|---|---|---|
English | WH |
Enhanced Implementation of Whittaker-Henderson Smoothing |
Statements
An enhanced implementation of Whittaker-Henderson smoothing for the gradation of one-dimensional and two-dimensional actuarial tables used to quantify Life Insurance risks. 'WH' is based on the methods described in Biessy (2023) <doi:10.48550/arXiv.2306.06932>. Among other features, it generalizes the original smoothing algorithm to maximum likelihood estimation, automatically selects the smoothing parameter(s) and extrapolates beyond the range of data.
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18 September 2023
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