StMoMo

Stochastic Mortality Modelling

CRAN Package

Implementation of the family of generalised age-period-cohort stochastic mortality models. This family of models encompasses many models proposed in the actuarial and demographic literature including the Lee-Carter (1992) doi:10.2307/2290201 and the Cairns-Blake-Dowd (2006) doi:10.1111/j.1539-6975.2006.00195.x models. It includes functions for fitting mortality models, analysing their goodness-of-fit and performing mortality projections and simulations.


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