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EnglishIn this paper we mirror the framework of generalized (non-)linear models to define the family of generalized age-period-cohort stochastic mortality models which encompasses the vast majority of stochastic mortality projection models proposed to date, including the well-known Lee-Carter and Cairns-Blake-Dowd models. We also introduce the R package StMoMo which exploits the unifying framework of the generalized age-period-cohort family to provide tools for fitting stochastic mortality models, assessing their goodness of fit and performing mortality projections. We illustrate some of the capabilities of the package by performing a comparison of several stochastic mortality models applied to the England and Wales population.
| Titolo: | StMoMo: Stochastic Mortality Modeling in R | |
| Autori: | ||
| Data di pubblicazione: | 2018 | |
| Data ahead of print: | 17-apr-2018 | |
| Stato di pubblicazione: | Pubblicato | |
| Rivista: | ||
| Abstract: | In this paper we mirror the framework of generalized (non-)linear models to define the family of generalized age-period-cohort stochastic mortality models which encompasses the vast majority of stochastic mortality projection models proposed to date, including the well-known Lee-Carter and Cairns-Blake-Dowd models. We also introduce the R package StMoMo which exploits the unifying framework of the generalized age-period-cohort family to provide tools for fitting stochastic mortality models, assessing their goodness of fit and performing mortality projections. We illustrate some of the capabilities of the package by performing a comparison of several stochastic mortality models applied to the England and Wales population. | |
| Handle: | http://hdl.handle.net/11368/2926351 | |
| Digital Object Identifier (DOI): | http://dx.doi.org/10.18637/jss.v084.i03 | |
| URL: | https://www.jstatsoft.org/article/view/v084i03 https://www.jstatsoft.org/index.php/jss/article/view/v084i03/v84i03.pdf | |
| Appare nelle tipologie: | 1.1 Articolo in Rivista |
File in questo prodotto:
| File | Descrizione | Tipologia | Licenza | |
|---|---|---|---|---|
| Millossovich_StMoMo.pdf | Documento in Versione Editoriale |  | Open Access Visualizza/Apri |
http://hdl.handle.net/11368/2926351
