Posts Tagged ‘ Lee-Carter ’

Is it that stupid to make extremely long term forecast when studying mortality ?

December 14, 2010
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Is it that stupid to make extremely long term forecast when studying mortality ?

I received recently a comment by FCA (here) who raised an important question, about forecast in dynamic mortality models. (S)he mentioned that from his(her) point of view, the econometric models I considered were "good to predict for the next, say,...

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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 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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