engleski

Spectral Clustering of Survival Curves

Mortality analysis is a well-studied area of statistics but clustering methods on mortality data are not available. Furthermore, curve clustering (especially on survival curves) is a relatively new field in data analysis. In this paper we combine these methods and we present curve clustering methodology for survival curves that might have relatively high importance for insurance companies. We discuss the key points in implementation and present a numerical study on mortality data of EU countries.

curve clustering ; spectral clustering ; Makeham mortality law ; survival function ; Laplace matrix

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