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Mortality rates smoothing using mixture function
Názov Mortality rates smoothing using mixture function Aut.údaje Samuel Hudec, Jana Špirková Autor Hudec Samuel 1988- (50%) UMBFP10 - Katedra matematiky
Spoluautori Špirková Jana 1962- (50%) UMBEF05 - Katedra kvantitatívnych metód a informačných systémov
Zdroj.dok. Communications in computer and information science : 17th international conference, IPMU 2018, Cádiz, Spain, June 11-15, 2018, proceedings, part I, 853 - Information processing and management of uncertainty in knowledge-based systems: theory and foundations. Pp. 140-150. - Cham : Springer International Publishing, 2018 ; Information processing and management of uncertainty in knowledge-based systems (IPMU 2018): theory and foundations medzinárodná konferencia Kľúč.slová mixture functions moving mixture functions mortality rates smoothing annuity Jazyk dok. angličtina Krajina Švajčiarsko Systematika 311 Anotácia The paper offers a description of the new method of a smoothing of the mortality rates using the so-called moving mixture functions. Mixture functions represent a special class of weighted averaging functions where weights are determined by continuous, input values dependent, weighting functions. If they are increasing, they form an important class of aggregation functions. Such mixture functions are more flexible than the standard weighted arithmetic mean, and their weighting functions allow one to penalize or reinforce inputs based on their magnitude. The advantages of this method are that the weights of the input values depend on ourselves and coefficients of weighting functions can be changed each year so that the mean square error is minimized. Moreover, the paper offers the impact of this method on the amount of whole life pension annuities. URL https://link.springer.com/content/pdf/10.1007%2F978-3-319-91473-2.pdf Kategória publikačnej činnosti AFC Číslo archívnej kópie 42748 Katal.org. BB301 - Univerzitná knižnica Univerzity Mateja Bela v Banskej Bystrici Báza dát xpca - PUBLIKAČNÁ ČINNOSŤ 
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