Multidimensional smoothing by adaptive local kernel-weighted log-likelihood: Application to long-term care insurance
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References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Yahia Salhi & Pierre-Emmanuel Thérond, 2016. "Age-Specific Adjustment of Graduated Mortality," Working Papers hal-01391285, HAL.
- Tomas, Julien & Planchet, Frédéric, 2015. "Prospective mortality tables: Taking heterogeneity into account," Insurance: Mathematics and Economics, Elsevier, vol. 63(C), pages 169-190.
More about this item
KeywordsAdaptive parameter choice; Local likelihood; p-splines; Long-term care insurance; Graduation; Choix adaptif des paramètres; Vraisemblance locale; p-splines; Assurance dépendance; Graduation;
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