We have focused on population data and smoothing over age and year. The model can be easily extended
to additional dimensions, such as duration and net worth in the context of life insurance, or year-of-birth
cohort for pension mortality analysis. Adding covariates to the denition of the covariance kernel C(x; x0)
is straightforward, with the main challenge lying in interpreting the resulting GP parameters which would
re
ect a modied concept of spatial distance