Whittaker - Henderson smoothing revisited : a modern statistical framework for practical use

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<title>Whittaker - Henderson smoothing revisited</title>
<subTitle>: a modern statistical framework for practical use</subTitle>
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<abstract displayLabel="Summary">WhittakerHenderson smoothing is a long-established method used by actuaries to stabilize one- and two-dimensional experience tables for risks such as mortality and disability. This paper revisits the technique within a modern statistical framework and answers six practical questions about its use. It introduces a Bayesian interpretation for deriving credible intervals, clarifies how to select observations and weights through links to maximum likelihood estimation, and improves accuracy by avoiding reliance on normal approximations. The study also proposes selecting smoothing parameters via marginal likelihood, presents computational strategies for handling large datasets efficiently, and develops an extrapolation method that ensures consistent and reliable predictions</abstract>
<note type="statement of responsibility">Guillaume Biessy</note>
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<title>Astin bulletin</title>
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<publisher>Belgium : ASTIN and AFIR Sections of the International Actuarial Association</publisher>
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<identifier type="issn">0515-0361</identifier>
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<text>19/01/2026 Volume 56 Issue 1 - January 2026 , p. 1 - 31</text>
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