Information theoretic multivariate graduation

DOI10.1080/03461238.1991.10413888zbMATH Open0783.62081OpenAlexW1978861553MaRDI QIDQ4034591FDOQ4034591

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

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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)

Cites Work

• Title not available (Why is that?)
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• Design and Testing of a Generalized Reduced Gradient Code for Nonlinear Programming
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Cited In (5)

• Title not available (Why is that?)
• Information theoretical mortality table graduation
• Bivariate discrete beta kernel graduation of mortality data
• 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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