WH-package {WH}

WH : Enhanced Implementation of Whittaker-Henderson Smoothing

Description

An enhanced implementation of Whittaker-Henderson smoothing for the gradation of one-dimensional and two-dimensional actuarial tables used to quantify Life Insurance risks. WH is based on the methods described in Biessy (2023) 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.

Author(s)

Maintainer: Guillaume Biessy [e-mail] (ORCID) [copyright holder]

See Also

Useful links:

• https://github.com/GuillaumeBiessy/WH

• Report bugs at https://github.com/GuillaumeBiessy/WH/issues