Properties and modifications of Whittaker-Henderson graduation

DOI10.1080/03461238.1982.10405433zbMath0502.62089OpenAlexW1977256440MaRDI QIDQ3968351

E. R. Mead, Fung Yee Chan, Lai-Kow Chan

Publication date: 1982

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461238.1982.10405433

zbMATH Keywords

sufficient conditions for optimalityWhittaker-Henderson graduation

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Probabilistic methods, stochastic differential equations (65C99)

Related Items (3)

Loss amount prediction from textual data using a double GLM with shrinkage and selection ⋮ A non-convex regularization approach for stable estimation of loss development factors ⋮ An extension of the Whittaker–Henderson method of graduation

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