Longevity studies based on kernel hazard estimation

DOI10.1016/S0167-6687(00)00076-7MaRDI QIDQ5938017zbMATH OpenOpenAlexFDO

Authors 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 theorymortality trendsmarker dependent hazards

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 47282 (Why is no real title available?)
• scientific article; zbMATH DE number 3019403 (Why is no real title available?)
• An investigation into parametric model for mortality projections, with applications to immediate annuitants' and life office pensioners' data
• Dual modelling and select mortality
• Kernel estimation in a nonparametric marker dependent hazard model
• Marker dependent kernel hazard estimation from local linear estimation
• Moving weighted average graduation using kernel estimation
• Statistical models based on counting processes
• The choice of a kernel function in the graduation of counting process intensities

Cited in

(12)

• Exploring the longevity risk using statistical tools derived from the Shiryaev-Roberts procedure
• A comparison of nonparametric methods in the graduation of mortality: application to data from the Valencia region (Spain)
• Multidimensional smoothing by adaptive local kernel-weighted log-likelihood: application to long-term care insurance
• A Multiple State Model for Disability Using the Decomposition of Death Probabilities and Cross-Sectional Data
• Separable factor analysis with applications to mortality data
• Testing exponentiality against positive ageing using kernel methods
• Penalized least squares smoothing of two-dimensional mortality tables with imposed smoothness
• Bivariate discrete beta kernel graduation of mortality data
• A comparison of models for dynamic life tables. Application to mortality data from the Valencia region (Spain)
• Using wavelet techniques to approximate the subjacent risk of death
• Two-dimensional Hazard Estimation for Longevity Analysis
• A simple graphical method for the comparison of two mortality experiences

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