Applying spectral biclustering to mortality data

Applying spectral biclustering to mortality data

We apply spectral biclustering to mortality datasets in order to capture three relevant aspects: the period, the age and the cohort effects, as their knowledge is a key factor in understanding actuarial liabilities of private life insurance companies, pension funds as well as national pension system...

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Bibliographic Details
Main Authors: Gabriella Piscopo, Marina Resta
Format: Article
Language:English
Published: MDPI AG 2017-04-01
Series:Risks
Subjects:
mortality data
biclustering
cohort effect
Online Access:http://www.mdpi.com/2227-9091/5/2/24

Internet

http://www.mdpi.com/2227-9091/5/2/24

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