Moving weighted average graduation using kernel estimation

DOI10.1016/0167-6687(93)90821-6zbMATH Open0778.62096OpenAlexW2047592095MaRDI QIDQ689575FDOQ689575

Authors: John Gavin, Steven Haberman, Richard Verrall 

Publication date: 9 January 1994

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6687(93)90821-6

Recommendations

• scientific article; zbMATH DE number 1984188
• Averaging estimators for kernel regressions
• Matrix derivation of moving-weighted-average graduation formulas
• The tails in moving average graduation
• Bivariate discrete beta kernel graduation of mortality data

zbMATH Keywords

tablesenglish life tables number 14moving weighted average graduationnew kernel estimatoroptimal smoothing kernelSpencer's 21- term formula

Mathematics Subject Classification ID

Density estimation (62G07) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cites Work

• Title not available (Why is that?)
• The choice of a kernel function in the graduation of counting process intensities
• The tails in moving average graduation

Cited In (15)

• Claims reserving and generalised additive models
• Matrix derivation of moving-weighted-average graduation formulas
• Using parametric bootstrap to introduce and manage uncertainty: replicated loaded insurance life tables
• A comparison of nonparametric methods in the graduation of mortality: application to data from the Valencia region (Spain)
• Multidimensional smoothing by adaptive local kernel-weighted log-likelihood: application to long-term care insurance
• Title not available (Why is that?)
• Kernel density estimation of actuarial loss functions
• Bivariate discrete beta kernel graduation of mortality data
• A comparison of models for dynamic life tables. Application to mortality data from the Valencia region (Spain)
• Longevity studies based on kernel hazard estimation
• A geostatistical approach for dynamic life tables: the effect of mortality on remaining lifetime and annuities
• The tails in moving average graduation
• Using wavelet techniques to approximate the subjacent risk of death
• Modelling residuals dependence in dynamic life tables: a geostatistical approach
• Dynamic modelling and coherent forecasting of mortality rates: a time-varying coefficient spatial-temporal autoregressive approach

This page was built for publication: Moving weighted average graduation using kernel estimation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q689575)