StMoMo
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Software:33894
swMATH22098CRANStMoMoMaRDI QIDQ33894FDOQ33894
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
Cited In (31)
- On the Structure and Classification of Mortality Models
- Addressing the life expectancy gap in pension policy
- Using Taiwan national health insurance database to model cancer incidence and mortality rates
- The Lee-Carter quantile mortality model
- Financial position and performance in IFRS 17
- Delta-hedging longevity risk under the M7-M5 model: the impact of cohort effect uncertainty and population basis risk
- The maximum entropy mortality model: forecasting mortality using statistical moments
- Sequential Design and Spatial Modeling for Portfolio Tail Risk Measurement
- Introducing and Evaluating a New Multiple-Component Stochastic Mortality Model
- 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
- Mortality data correction in the absence of monthly fertility records
- Mortality forecasting using stacked regression ensembles
- A random forest algorithm to improve the Lee-Carter mortality forecasting: impact on q-forward
- A DOUBLE COMMON FACTOR MODEL FOR MORTALITY PROJECTION USING BEST-PERFORMANCE MORTALITY RATES AS REFERENCE
- Forecasting mortality rate improvements with a high-dimensional VAR
- An age-at-death distribution approach to forecast cohort mortality
- TREE-BASED MACHINE LEARNING METHODS FOR MODELING AND FORECASTING MORTALITY
- A NEW INFERENCE STRATEGY FOR GENERAL POPULATION MORTALITY TABLES
- A comparative study of pricing approaches for longevity instruments
- Efficient use of data for LSTM mortality forecasting
- The slowdown in mortality improvement rates 2011--2017: a multi-country analysis
- Semi-parametric extensions of the Cairns-Blake-Dowd model: a one-dimensional kernel smoothing approach
- clmplus
- A new measure of mortality differentials based on precedence probability
- Machine learning techniques for mortality modeling
- Modeling and pricing longevity derivatives using Skellam distribution
- The double-gap life expectancy forecasting model
- A strategy for hedging risks associated with period and cohort effects using q-forwards
- CALIBRATING THE LEE-CARTER AND THE POISSON LEE-CARTER MODELS VIA NEURAL NETWORKS
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