文章基本信息

标题：StMoMo: An R Package for Stochastic Mortality Modeling
本地全文：下载
作者：Andrés M. Villegas ; Vladimir K. Kaishev ; Pietro Millossovich 等
期刊名称：Journal of Statistical Software
印刷版ISSN：1548-7660
电子版ISSN：1548-7660
出版年度：2018
卷号：84
期号：1
页码：1-38
DOI：10.18637/jss.v084.i03
语种：English
出版社：University of California, Los Angeles
摘要：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 goodnessof-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.