StMoMo
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Software:33894
swMATH22098CRANStMoMoMaRDI QIDQ33894
Stochastic Mortality Modelling
Last update: 13 April 2018
Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0
Software version identifier: 0.4.1
Source code repository: https://github.com/cran/StMoMo
Related Items (31)
Mortality forecasting using stacked regression ensembles ⋮ TREE-BASED MACHINE LEARNING METHODS FOR MODELING AND FORECASTING MORTALITY ⋮ A random forest algorithm to improve the Lee-Carter mortality forecasting: impact on q-forward ⋮ Semi-parametric extensions of the Cairns-Blake-Dowd model: a one-dimensional kernel smoothing approach ⋮ Efficient use of data for LSTM mortality forecasting ⋮ The slowdown in mortality improvement rates 2011--2017: a multi-country analysis ⋮ Machine learning techniques for mortality modeling ⋮ A strategy for hedging risks associated with period and cohort effects using q-forwards ⋮ Using Taiwan national health insurance database to model cancer incidence and mortality rates ⋮ A NEW INFERENCE STRATEGY FOR GENERAL POPULATION MORTALITY TABLES ⋮ The Lee-Carter quantile mortality model ⋮ Introducing and Evaluating a New Multiple-Component Stochastic Mortality Model ⋮ A DOUBLE COMMON FACTOR MODEL FOR MORTALITY PROJECTION USING BEST-PERFORMANCE MORTALITY RATES AS REFERENCE ⋮ Delta-hedging longevity risk under the M7-M5 model: the impact of cohort effect uncertainty and population basis risk ⋮ clmplus ⋮ Forecasting mortality rate improvements with a high-dimensional VAR ⋮ The maximum entropy mortality model: forecasting mortality using statistical moments ⋮ Constructing dynamic life tables with a single-factor model ⋮ Bayesian value-at-risk backtesting: the case of annuity pricing ⋮ Cause of death specific cohort effects in U.S. mortality ⋮ Addressing the life expectancy gap in pension policy ⋮ Modeling and pricing longevity derivatives using Skellam distribution ⋮ Mortality data correction in the absence of monthly fertility records ⋮ A comparative study of pricing approaches for longevity instruments ⋮ The double-gap life expectancy forecasting model ⋮ An age-at-death distribution approach to forecast cohort mortality ⋮ A new measure of mortality differentials based on precedence probability ⋮ On the Structure and Classification of Mortality Models ⋮ Financial position and performance in IFRS 17 ⋮ Sequential Design and Spatial Modeling for Portfolio Tail Risk Measurement ⋮ CALIBRATING THE LEE-CARTER AND THE POISSON LEE-CARTER MODELS VIA NEURAL NETWORKS
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