Wavelet-based feature extraction for mortality projection
by Donatien Hainaut and Michel Denuit
| Year of publication: |
2020
|
|---|---|
| Authors: | Hainaut, Donatien ; Denuit, Michel |
| Published in: |
ASTIN bulletin : the journal of the International Actuarial Association. - Cambridge : Cambridge Univ. Press, ISSN 1783-1350, ZDB-ID 2148228-7. - Vol. 50.2020, 3, p. 675-707
|
| Subject: | Discrete wavelet transform | Lasso | mortality smoothing | Poisson regression | regularization | Sterblichkeit | Mortality | Zustandsraummodell | State space model | Regressionsanalyse | Regression analysis | Stochastischer Prozess | Stochastic process | Prognoseverfahren | Forecasting model | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/asb.2020.18 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012307393