StMoMo: An R Package for Stochastic Mortality Modeling

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-Bl...

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Bibliographic Details
Main Authors: Andrés M. Villegas, Vladimir K. Kaishev, Pietro Millossovich
Format: Article
Language:English
Published: Foundation for Open Access Statistics 2018-04-01
Series:Journal of Statistical Software
Subjects:
Online Access:https://www.jstatsoft.org/index.php/jss/article/view/2446