Actuarial models with R, Meielisalp

June 23, 2012 | 0 Comments

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, The long... [Read more...]

Statistique de l’assurance STT6705V, partie 12 bis

December 7, 2010 | 0 Comments

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 ... [Read more...]

Statistique de l’assurance STT6705V, partie 12

December 2, 2010 | 0 Comments

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 | 0 Comments

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("", sep=";",head...
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