GAUSSIAN PROCESS MODELS FOR MORTALITY RATES AND IMPROVEMENT FACTORS
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Publication:4691257
DOI10.1017/asb.2018.24zbMath1403.62193arXiv1608.08291OpenAlexW3125957545MaRDI QIDQ4691257
Michael Ludkovski, J. Risk, Howard Zail
Publication date: 19 October 2018
Published in: ASTIN Bulletin (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1608.08291
Inference from stochastic processes and prediction (62M20) Gaussian processes (60G15) Applications of statistics to actuarial sciences and financial mathematics (62P05) Mathematical geography and demography (91D20)
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