Gaussian process models for mortality rates and improvement factors
We develop a Gaussian process (GP) framework for modeling mortality rates and mortality improvement factors. GP regression is a nonparametric, data-driven approach for determining the spatial dependence in mortality rates and jointly smoothing raw rates across dimensions, such as calendar year and a...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Cambridge University Press
2018
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| Subjects: | |
| Online Access: | View Fulltext in Publisher |