StMoMo

MaRDI QIDQ33894swMATHCRANFDO

Authors Andres Villegas

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

Official website https://cran.r-project.org/web/packages/StMoMo/index.html

Source code repository https://github.com/cran/StMoMo

Cites work

• A Two-Factor Model for Stochastic Mortality with Parameter Uncertainty: Theory and Calibration
• Modeling and Forecasting U. S. Mortality

Described by source

• A group regularisation approach for constructing generalised age-period-cohort mortality projection models

Cited in

(49)

• CoMoMo
• The double-gap life expectancy forecasting model
• Semi-parametric extensions of the Cairns-Blake-Dowd model: a one-dimensional kernel smoothing approach
• 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
• Delta-hedging longevity risk under the M7-M5 model: the impact of cohort effect uncertainty and population basis risk
• A comparative study of pricing approaches for longevity instruments
• dtw
• Demography
• gnm
• 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 new measure of mortality differentials based on precedence probability
• A random forest algorithm to improve the Lee-Carter mortality forecasting: impact on q-forward
• MortalitySmooth
• LifeMetrics
• Forecasting mortality rate improvements with a high-dimensional VAR
• An age-at-death distribution approach to forecast cohort mortality
• Human Mortality
• Efficient use of data for LSTM mortality forecasting
• The slowdown in mortality improvement rates 2011--2017: a multi-country analysis
• dtwclust
• EnsemblePCReg
• Sequential design and spatial modeling for portfolio tail risk measurement
• lifecontingencies
• fanplot
• ilc
• MortalityLaws
• sparsevar
• On the Structure and Classification of Mortality Models
• Financial position and performance in IFRS 17
• Mortality forecasting using stacked regression ensembles
• TREE-BASED MACHINE LEARNING METHODS FOR MODELING AND FORECASTING MORTALITY
• 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
• The maximum entropy mortality model: forecasting mortality using statistical moments
• mss
• RobRSVD
• Calibrating the Lee-Carter and the Poisson Lee-Carter models via neural networks
• BayesMortalityPlus
• iMoMo
• clmplus

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