StMoMo: Stochastic Mortality Modelling

Implementation of the family of generalised age-period-cohort stochastic mortality models. This family of models encompasses many models proposed in the actuarial and demographic literature including the Lee-Carter (1992) <doi:10.2307/2290201> and the Cairns-Blake-Dowd (2006) <doi:10.1111/j.1539-6975.2006.00195.x> models. It includes functions for fitting mortality models, analysing their goodness-of-fit and performing mortality projections and simulations.

Package details

AuthorAndres Villegas <[email protected]>, Pietro Millossovich <[email protected]>, Vladimir Kaishev <[email protected]>
MaintainerAndres Villegas <[email protected]>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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StMoMo documentation built on April 13, 2018, 5:06 p.m.