Information theoretic multivariate graduation

DOI10.1080/03461238.1991.10413888MaRDI QIDQ4034591zbMATH OpenOpenAlexFDO

Authors Patrick L. Brockett, Zhimin Huang, Hong-Yu Li, David A. Thomas

Publication date 16 May 1993

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

Full work available at URL https://doi.org/10.1080/03461238.1991.10413888

zbMATH Keywords

monotonicityconvexitymortality tablesconstrained graduationnew multivariate graduation methodprior knowledge incorporation

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Probabilistic methods, stochastic differential equations (65C99) Convex programming (90C25) Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of mathematical programming (90C90)

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• scientific article; zbMATH DE number 3630022 (Why is no real title available?)
• scientific article; zbMATH DE number 3062467 (Why is no real title available?)
• Design and Testing of a Generalized Reduced Gradient Code for Nonlinear Programming

Cited in

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• Using wavelet techniques to approximate the subjacent risk of death
• Life table and nonparametric regression: an inquiry into the graduation of the standard life table for Japanese life insurance companies

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