portfolio_mort

Agregated dataset built from a synthetic mortality portfolio

datasets

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

portfolio_mort function

A dataset containing the information from a simulated annuity
portfolio with 100,000 contributors over a 10-year observation period. The
dataset is supplied as a list with two components :<dl>
 <dt>ec</dt>
<dd>A vector containing the associated
central exposure in person-years for each age in d</dd></dl>

Format

Agregated Mortality Dataset — portfolio_mort

A dataset containing the information from a simulated annuity
portfolio with 100,000 contributors over a 10-year observation period. The
dataset is supplied as a list with two components :<dl>
 <dt>ec</dt>
<dd>A vector containing the associated
central exposure in person-years for each age in d</dd>

</dl>

portfolio_mort: Agregated Mortality Dataset

Description

Usage

Arguments

Format