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Moving weighted average graduation using kernel estimation

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  • Gavin, John
  • Haberman, Steven
  • Verrall, Richard

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Suggested Citation

  • Gavin, John & Haberman, Steven & Verrall, Richard, 1993. "Moving weighted average graduation using kernel estimation," Insurance: Mathematics and Economics, Elsevier, vol. 12(2), pages 113-126, April.
    • Handle: RePEc:eee:insuma:v:12:y:1993:i:2:p:113-126
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    Citations

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    Cited by:

    1. Mazza, Angelo & Punzo, Antonio, 2014. "DBKGrad: An R Package for Mortality Rates Graduation by Discrete Beta Kernel Techniques," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 57(c02).
    2. Shengkun Xie, 2019. "Defining Geographical Rating Territories in Auto Insurance Regulation by Spatially Constrained Clustering," Risks, MDPI, vol. 7(2), pages 1-20, April.
    3. Debón, A. & Martínez-Ruiz, F. & Montes, F., 2010. "A geostatistical approach for dynamic life tables: The effect of mortality on remaining lifetime and annuities," Insurance: Mathematics and Economics, Elsevier, vol. 47(3), pages 327-336, December.
    4. Francisco Morillas & José Valero, 2021. "On a Retarded Nonlocal Ordinary Differential System with Discrete Diffusion Modeling Life Tables," Mathematics, MDPI, vol. 9(3), pages 1-27, January.
    5. Bolance, Catalina & Guillen, Montserrat & Nielsen, Jens Perch, 2003. "Kernel density estimation of actuarial loss functions," Insurance: Mathematics and Economics, Elsevier, vol. 32(1), pages 19-36, February.
    6. Felipe, Angie & Guillen, Montserrat & Nielsen, Jens Perch, 2001. "Longevity studies based on kernel hazard estimation," Insurance: Mathematics and Economics, Elsevier, vol. 28(2), pages 191-204, April.
    7. Tomas, Julien & Planchet, Frédéric, 2013. "Multidimensional smoothing by adaptive local kernel-weighted log-likelihood: Application to long-term care insurance," Insurance: Mathematics and Economics, Elsevier, vol. 52(3), pages 573-589.
    8. Verrall, Richard, 1996. "Claims reserving and generalised additive models," Insurance: Mathematics and Economics, Elsevier, vol. 19(1), pages 31-43, December.
    9. Debon, A. & Montes, F. & Mateu, J. & Porcu, E. & Bevilacqua, M., 2008. "Modelling residuals dependence in dynamic life tables: A geostatistical approach," Computational Statistics & Data Analysis, Elsevier, vol. 52(6), pages 3128-3147, February.

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