Abstract
In the insurance industry, products having a much longer time to maturity and yield values for up to 100 years need to be modeled. J�rg Kienitz and Leenesh Moodliyar propose to apply Gaussian Process Regression (GPR) for the extrapolation. The method is compared to two market standard methods � the Nelson-Siegel-Svensson (NSS) and the Smith-Wilson (SW) methods
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