WH-package

An enhanced implementation of Whittaker-Henderson smoothing for the gradation
of one-dimensional and two-dimensional actuarial tables used to quantify Life
Insurance risks. <code>WH</code> is based on the methods described in Biessy (2023)
<a href="/link/doi%3A10.48550%2FarXiv.2306.06932?package=WH&version=1.1.2" data-mini-rdoc="WH::doi:10.48550/arXiv.2306.06932">doi:10.48550/arXiv.2306.06932</a>. Among other features, it generalizes the
original smoothing algorithm to maximum likelihood estimation, automatically
selects the smoothing parameter(s) and extrapolates beyond the range of data.

An enhanced implementation of Whittaker-Henderson smoothing for the gradation
of one-dimensional and two-dimensional actuarial tables used to quantify Life Insurance risks.
'WH' is based on the methods described in Biessy (2023) <doi:10.48550/arXiv.2306.06932>.
Among other features, it generalizes the original smoothing algorithm to maximum likelihood estimation,
automatically selects the smoothing parameter(s) and extrapolates beyond the range of data.

Guillaume Biessy

Enhanced Implementation of Whittaker-Henderson Smoothing

WH-package function

Maintainer: Guillaume Biessy <a href="/link/guillaume.biessy78%40gmail.com?package=WH&version=1.1.2" data-mini-rdoc="WH::guillaume.biessy78@gmail.com">guillaume.biessy78@gmail.com</a> (<a href="https://orcid.org/0000-0003-3756-7345">ORCID</a>) [copyright holder]

Author

An enhanced implementation of Whittaker-Henderson smoothing for the gradation
of one-dimensional and two-dimensional actuarial tables used to quantify Life
Insurance risks. <code>WH</code> is based on the methods described in Biessy (2023)
<a href='doi:10.48550/arXiv.2306.06932'>doi:10.48550/arXiv.2306.06932</a>. Among other features, it generalizes the
original smoothing algorithm to maximum likelihood estimation, automatically
selects the smoothing parameter(s) and extrapolates beyond the range of data.

WH : Enhanced Implementation of Whittaker-Henderson Smoothing — WH-package

Maintainer: Guillaume Biessy <a href='mailto:guillaume.biessy78@gmail.com'>guillaume.biessy78@gmail.com</a> (<a href='https://orcid.org/0000-0003-3756-7345'>ORCID</a>) [copyright holder]

WH-package: WH : Enhanced Implementation of Whittaker-Henderson Smoothing

Description

Arguments

Author

See Also