Object

Title: Modelling the Force of Mortality Using Local Polynomial Method in R

Autor:

Hudec, Samuel

Opis:

20-th AMSE. Applications of Mathematics and Statistics in Economics. International Scientific Conference: Szklarska Poręba, 30 August- 3 September 2017. Conference Proceedings Full Text Papers, s. 217-226

Abstrakt:

This paper discusses the use of non-parametric regression approach as a new view of modelling the force of mortality which is an important and fundamental concept in modelling the future lifetime. The local polynomial method uses robustness ideas from the linear regression combined with the local fitting ideas from the kernel methods. Our topic is to compare this approach with Gompertz Makeham’s law based method. Differences are presented throught the amounts of selected product of supplementary pension saving constitutes the third pillar of the pension system in Slovakia. All of the computations for this paper was undertaken in statistical software R

Wydawca:

Wydawnictwo Uniwersytetu Ekonomicznego we Wrocławiu

Miejsce wydania:

Wrocław

Data wydania:

2017

Typ zasobu:

materiały konferencyjne

Identyfikator zasobu:

doi:10.15611/amse.2017.20.17 ; oai:dbc.wroc.pl:39114

Język:

eng

Powiązania:

20-th AMSE. Applications of Mathematics and Statistics in Economics. International Scientific Conference: Szklarska Poręba, 30 August- 3 September 2017. Conference Proceedings Full Text Papers

Prawa:

Wszystkie prawa zastrzeżone (Copyright)

Prawa dostępu:

Dla wszystkich w zakresie dozwolonego użytku

Lokalizacja oryginału:

Uniwersytet Ekonomiczny we Wrocławiu

Object collections:

Last modified:

11 paź 2022

In our library since:

3 sty 2018

Number of object content hits:

467

Number of object content views in PDF format

463

All available object's versions:

https://dbc.wroc.pl./publication/43450

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