Multidimensional smoothing by adaptive local kernel-weighted log-likelihood: application to long-term care insurance

DOI10.1016/j.insmatheco.2013.03.009zbMath1284.91271OpenAlexW2008422957MaRDI QIDQ2443237

Julien Tomas, Frédéric Planchet

Publication date: 4 April 2014

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

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2013.03.009

zbMATH Keywords

local likelihoodgraduationadaptive parameter choicelong-term care insurance\(p\)-splines

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Mathematical geography and demography (91D20)

Related Items (9)

Long-term care models and dependence probability tables by acuity level: new empirical evidence from Switzerland ⋮ Uncertainty on survival probabilities and solvency capital requirement: application to long-term care insurance ⋮ A Bayesian non-parametric model for small population mortality ⋮ Constructing entity specific projected mortality table: adjustment to a reference ⋮ Predictive Modeling in Long-Term Care Insurance ⋮ The Impact of Systematic Trend and Uncertainty on Mortality and Disability in a Multistate Latent Factor Model for Transition Rates ⋮ Prospective mortality tables: taking heterogeneity into account ⋮ Long-Term Care Insurance Decisions ⋮ Non-parametric inference of transition probabilities based on Aalen-Johansen integral estimators for acyclic multi-state models: application to LTC insurance

Uses Software

• R

Cites Work

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