Posts Tagged ‘ demography ’

Actuarial models with R, Meielisalp

June 23, 2012
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Actuarial models with R, Meielisalp

I will be giving a short course in Switzerland next week, at the 6th R/Rmetrics Meielisalp Workshop & Summer School on Computational Finance and Financial Engineering organized by ETH Zürich, https://www.rmetrics.org/. The long...

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Longevity and mortality dynamics with R

June 4, 2012
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Longevity and mortality dynamics with R

Following the previous post on life contingencies and actuarial models in life insurance, I upload additional material for the short course at the 6th R/Rmetrics Meielisalp Workshop & Summer School on Computational Finance and Financial En...

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Statistique de l’assurance STT6705V, partie 12 bis

December 7, 2010
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Statistique de l’assurance STT6705V, partie 12 bis

In the previous post (here) discussing forecasts of actuarial quantities, I did not mention much how to forecast the temporal component in the Lee-Carter model. Actually, many things can be done. Consider here some exponential smoothing techniques ...

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Statistique de l’assurance STT6705V, partie 12

December 2, 2010
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Statistique de l’assurance STT6705V, partie 12

The final course (since courses end this week in Montréal) can be watched here and there. The drawings from the course can be downloaded here (including last week's). First, to come back on last week's course , we considered Lee-carter model, i.e....

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Statistique de l’assurance STT6705V, partie 11

November 29, 2010
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Statistique de l’assurance STT6705V, partie 11

Last course will be uploaded soon (the links will be here and there). The R code considered is given below. First, we had to work a little bit on the datasets, tabB=read.table("http://perso.univ-rennes1.fr/arthur.charpentier/tabB.csv", sep=";",head...

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Demography package

December 10, 2009
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Demography package

This package seems useful for demographers.

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