Moving weighted average graduation using kernel estimation

DOI10.1016/0167-6687(93)90821-6MaRDI QIDQ689575zbMATH OpenOpenAlexFDO

Authors John Gavin, Steven Haberman, Richard 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)

Recommendations

• scientific article; zbMATH DE number 1984188
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Cites work

• scientific article; zbMATH DE number 4001209 (Why is no real title available?)
• The choice of a kernel function in the graduation of counting process intensities
• The tails in moving average graduation

Cited in

(15)

• Kernel density estimation of actuarial loss functions
• 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
• scientific article; zbMATH DE number 1984188 (Why is no real title available?)
• Bivariate discrete beta kernel graduation of mortality data
• A comparison of nonparametric methods in the graduation of mortality: application to data from the Valencia region (Spain)
• Claims reserving and generalised additive models
• A comparison of models for dynamic life tables. Application to mortality data from the Valencia region (Spain)
• Longevity studies based on kernel hazard estimation
• Using parametric bootstrap to introduce and manage uncertainty: replicated loaded insurance life tables
• Matrix derivation of moving-weighted-average graduation formulas
• The tails in moving average graduation
• Multidimensional smoothing by adaptive local kernel-weighted log-likelihood: application to long-term care insurance
• Using wavelet techniques to approximate the subjacent risk of death
• Modelling residuals dependence in dynamic life tables: a geostatistical approach

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