Cross-validatory graduation
From MaRDI portal
Publication:1094070
DOI10.1016/0167-6687(88)90097-2zbMath0629.62104MaRDI QIDQ1094070
Publication date: 1988
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-6687(88)90097-2
Bayesian graduation; Cross-validation; degree of smoothing; English Life Table; generalized Whittaker-Henderson graduation
62P05: Applications of statistics to actuarial sciences and financial mathematics
65C99: Probabilistic methods, stochastic differential equations