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Refine AutoDifferentiability #85

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alecloudenback opened this issue Oct 11, 2020 · 0 comments
Open

Refine AutoDifferentiability #85

alecloudenback opened this issue Oct 11, 2020 · 0 comments
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discussion enhancement New feature or request

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@alecloudenback
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A few related things:

  • survival(table,from,to) isn't AD'able because that method only operates on integer arguments. Results in a stackoverflow error.
  • At the transition point between partial ages, the deriv goes to zero:

image

Is there a way to generalize decrement and survival to match the integer-age approach at integral ages but avoid the discreteness in the AD? Does it require making the survival curve parametric? An alternative to Balducci/Constant/Uniform?

@alecloudenback alecloudenback added discussion enhancement New feature or request labels Oct 11, 2020
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