Estimation of actuarial quantities at fractional ages with Kriging

DOI10.1080/03610926.2014.972571zbMath1349.62525OpenAlexW2299478841MaRDI QIDQ2834647

Xiaojian Zhou, Ting Jiang

Publication date: 23 November 2016

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2014.972571

zbMATH Keywords

life tablesKriging modelBalducci assumptionconstant force assumptionuniform distribution of death assumption

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Uses Software

• DACE

Cites Work

• Quadratic fractional age assumption revisited
• A tilting algorithm for the estimation of fractional age survival probabilities
• A critique of fractional age assumptions.
• Properties of the power family of fractional age approximations.
• Design and analysis of computer experiments. With comments and a rejoinder by the authors
• Comparison and bounds for functionals of future lifetimes consistent with life tables
• An application of the \(\alpha\)-power approximation in multiple life insurance
• A Study on SMO Algorithm for Solving ϵ-SVR with Non-PSD Kernels
• A family of fractional age assumptions

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