Introduction

This package is a practical implemenation of the stochastic mortality model as published by the Dutch Actuarial Assocation (Actuarieel Genootschap) in R. The model can be used to generate best-estimates as well as uncertainty (quantiles) of various actuarial variables. The full publication of the stochastic mortality model (in Dutch) can be found at ag-ai.nl

Theoretical background

For ages (x < 90 ) and year (t >= $T_{model}$ where $T_{model} in {2013,2016} ):

$ln\ \mu_x(t) = Mortality \ intensitiy \ (t) = ln\ \mu{^{EU}_x(t)} + ln\ \mu{^{NL}_x(t) }$

$ln\ \mu_x(t) = Mortality \ intensitiy \ (t) = ln\ \mu{^{EU}_x(t)} + ln\ \mu{^{NL}_x(t) }$

$ln\ \mu_x(t) = Mortality \ intensitiy \ (t) = \mu{^{EU}_x(t)} + \mu{^{NL}_x(t) }$

$x_2$


summary(cars)

You can also embed plots, for example:

plot(cars)

Note that the echo = FALSE parameter was added to the code chunk to prevent printing of the R code that generated the plot.



zalazhar/Mortality documentation built on May 4, 2019, 9:08 p.m.