scientific article; zbMATH DE number 591101

MaRDI QIDQ4296402zbMATHFDO

Authors Stuart A. Klugman, Bradley P. Carlin

Publication date 19 June 1994

zbMATH Keywords

smoothing parameterprior distributionlife tableshierarchical Bayesianconstrained smoothingGibbs samplesformal Bayesian specificationincorporation of constraintsMonte Carlo Bayesian approachWhittaker method of graduation

Mathematics Subject Classification ID

Bayesian inference (62F15) Probabilistic methods, stochastic differential equations (65C99) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Recommendations

• A Bayesian interpretation of Whittaker-Henderson graduation
• On smoothness terms in multidimensional Whittaker graduation
• A state space formulation of Whittaker graduation, with extensions
• Geographic Premium Rating by Whittaker Spatial Smoothing
• An extension of the Whittaker-Henderson method of graduation

Cited in

(8)

• An extension of the Whittaker-Henderson method of graduation
• Cross-validatory graduation
• Data graduation based on statistical time series methods
• A Bayesian interpretation of Whittaker-Henderson graduation
• A state space formulation of Whittaker graduation, with extensions
• Geographic Premium Rating by Whittaker Spatial Smoothing
• A Bayes estimator for ordered parameters and isotonic Bayesian graduation
• Applications of linear and quadratic programmings to some cases of the Whittaker-Henderson graduation method

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4296402)