Forecasting age distribution of deaths: cumulative distribution function transformation

DOI10.1016/J.INSMATHECO.2025.03.007MaRDI QIDQ6996602zbMATH OpenFDO

Authors Han Lin Shang, Steven Haberman

Publication date 15 April 2025

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

zbMATH Keywords

principal component analysisquantile densityconstrained functional time serieslife-table death countssingle-premium temporary annuity

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Actuarial mathematics (91G05) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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