Object

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

Creator:

Hudec, Samuel

Description:

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

Publisher:

Wydawnictwo Uniwersytetu Ekonomicznego we Wrocławiu

Place of publication:

Wrocław

Date:

2017

Resource Type:

materiały konferencyjne

Resource Identifier:

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

Language:

eng

Relation:

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

Rights:

Wszystkie prawa zastrzeżone (Copyright)

Access Rights:

Dla wszystkich w zakresie dozwolonego użytku

Location:

Uniwersytet Ekonomiczny we Wrocławiu

Object collections:

Last modified:

Oct 11, 2022

In our library since:

Jan 3, 2018

Number of object content hits:

432

Number of object content views in PDF format

422

All available object's versions:

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

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