Two-dimensional kernel smoothing of mortality surface: an evaluation of cohort strength

DOI10.1002/FOR.2399MaRDI QIDQ4596031zbMATH OpenOpenAlexFDO

Authors Han Li, Colin O'Hare, Farshid Vahid

Publication date 8 December 2017

Published in Journal of Forecasting (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/for.2399

zbMATH Keywords

bivariate standard normal kernel densitycohort effectkernel smoothing techniquemortality forecasts

Mathematics Subject Classification ID

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

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• Semi-parametric extensions of the Cairns-Blake-Dowd model: a one-dimensional kernel smoothing approach
• Forecasting mortality rate improvements with a high-dimensional VAR
• Segmentation of mortality surfaces by hidden Markov models
• Enhancing Mortality Forecasting through Bivariate Model–Based Ensemble
• Expressive mortality models through Gaussian process kernels
• Random cohort effects and smooth structures for mortality modelling and forecasting: A mixed-effects Gaussian process time series approach

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