CvmortalityMult
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, <https://journal.r-project.org/articles/RJ-2025-018/>. 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>.
- A Comparison of Forecasting Mortality Models Using Resampling Methods
- Extending the Lee-Carter model: a three-way decomposition
- Modeling and forecasting U.S. mortality. (With discussion)
- On the use of cross-validation for time series predictor evaluation
- Should Selection of the Optimum Stochastic Mortality Model Be Based on the Original or the Logarithmic Scale of the Mortality Rate?
- Statistical methods to compare mortality for a group with non-divergent populations: an application to Spanish regions
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