No packages match
WH - Enhanced Implementation of Whittaker-Henderson Smoothing
An enhanced implementation of Whittaker-Henderson smoothing for the graduation of one-dimensional and two-dimensional actuarial tables used to quantify Life Insurance risks. 'WH' is based on the methods described in Biessy (2025) <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.
Last updated
actuarial-sciencebayesian-methodsmortality-estimationsmoothing-methodsopenblascpp
5.04 score 11 stars 7 scripts 301 downloads