Posts Tagged ‘ mortality ’

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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Visualization in regression analysis

February 23, 2012
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Visualization in regression analysis

Visualization is a key to success in regression analysis. This is one of the (many) reasons I am also suspicious when I read an article with a quantitative (econometric) analysis without any graph. Consider for instance the following dataset, obtai...

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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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