CvmortalityMult: Cross-Validation for Multi-Population Mortality Models

Implementation of cross-validation method for testing the forecasting accuracy of several multi-population mortality models. The family of multi-population includes several multi-population mortality models proposed through the actuarial and demography literature. The package includes functions for fitting and forecast the mortality rates of several populations. Additionally, we include functions for testing the forecasting accuracy of different multi-population models. References. Atance, D., Debon, A., and Navarro, E. (2020) <doi:10.3390/math8091550>. Bergmeir, C. & Benitez, J.M. (2012) <doi:10.1016/j.ins.2011.12.028>. Debon, A., Montes, F., & Martinez-Ruiz, F. (2011) <doi:10.1007/s13385-011-0043-z>. Lee, R.D. & Carter, L.R. (1992) <doi:10.1080/01621459.1992.10475265>. Russolillo, M., Giordano, G., & Haberman, S. (2011) <doi:10.1080/03461231003611933>. Santolino, M. (2023) <doi:10.3390/risks11100170>.

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Package details

AuthorDavid Atance [aut, cre] (<>), Ana Debón [aut] (<>)
MaintainerDavid Atance <>
LicenseMIT + file LICENSE
Package repositoryView on CRAN
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CvmortalityMult documentation built on May 29, 2024, 4:13 a.m.