×

zbMATH — the first resource for mathematics

Application of mixture models to approximation of age-at-death distribution. (English) Zbl 0910.62104
Mixture models were applied to approximate a distribution of a lifetime. As the optimizing criterion, the minimizing of the chi-square statistic was adopted. This method was verified for three mixtures consisting of three distributions for American and Polish populations.
MSC:
62P05 Applications of statistics to actuarial sciences and financial mathematics
PDF BibTeX XML Cite
Full Text: DOI
References:
[1] Bowers, N.; Gerber, H.; Hickman, J.; Jones, D.; Nesbit, C., Actuarial mathematics, (1986), The Society of Actuaries Itasca, IL · Zbl 0634.62107
[2] Gerber, H.U., Life insurance mathematics, (1990), Springer New York · Zbl 0754.62081
[3] McLachlan, G.J.; Basford, K.E., Mixture models, (1988), Marcel Dekker New York · Zbl 0697.62050
[4] Neill, A., Life contingencies, (1977), Wiliam Heinemann London
[5] Rao, C.R., Linear statistical inference and its applications, (1958), Wiley New York · Zbl 0169.21302
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. It attempts to reflect the references listed in the original paper as accurately as possible without claiming the completeness or perfect precision of the matching.