Bayesian Mortality Forecasting
BayesMoFo: Bayesian Mortality Forecasting
A function to check for overall convergence of fitted stochastic morta...
A function to assess convergence of the posterior sampling of fitted p...
A function to assess convergence of the posterior sampling of death ra...
Sample mortality data stratified by country
Sample mortality data stratified by insurance products
Sample mortality data stratified by gender/sex in the UK
A function to calculate the DIC of stochastic mortality models using p...
A function to fit the APCI stochastic mortality model.
A function to fit the Age-Period-Cohort (APC) stochastic mortality mod...
A function to fit the stochastic mortality model "M5".
A function to fit the stochastic mortality model "M6".
A function to fit the stochastic mortality model "M7".
A function to fit the stochastic mortality model "M8".
A function to fit the stochastic mortality model by Lee and Carter (19...
A function to fit the stochastic mortality model M1A.
A function to fit the stochastic mortality model M1M.
A function to fit the stochastic mortality model M1U.
A function to fit the stochastic mortality model M2A1.
A function to fit the stochastic mortality model M2A2.
A function to fit the stochastic mortality model M2Y1.
A function to fit the stochastic mortality model M2Y2.
A function to fit the stochastic mortality model MLiLee.
A function to fit the stochastic mortality model "PLAT".
A function to fit the stochastic mortality model by Renshaw and Haberm...
A function to plot the fitted and forecast number of deaths, accompani...
A function to plot the fitted parameters of stochastic mortality model...
A function to plot the fitted mortality rates, accompanied by credible...
A function to compute the fitted and forecast number of deaths, accomp...
A function to prepare mortality data with stratification (e.g. by prod...
A function to calculate sample quantiles
A function to fit mortality models.
A function to summarise the fitted mortality rates and parameters of s...
Carry out Bayesian estimation and forecasting for a variety of stochastic mortality models using vague prior distributions. Models supported include numerous well-established approaches introduced in the actuarial and demographic literature, such as the Lee-Carter (1992) <doi:10.1080/01621459.1992.10475265>, the Cairns-Blake-Dowd (2009) <doi:10.1080/10920277.2009.10597538>, the Li-Lee (2005) <doi:10.1353/dem.2005.0021>, and the Plat (2009) <doi:10.1016/j.insmatheco.2009.08.006> models. The package is designed to analyse stratified mortality data structured as a 3-dimensional array of dimensions p × A × T (strata × age × year). Stratification can represent factors such as cause of death, country, deprivation level, sex, geographic region, insurance product, marital status, socioeconomic group, or smoking behavior. While the primary focus is on analysing stratified data (p > 1), the package can also handle mortality data that are not stratified (p = 1). Model selection via the Deviance Information Criterion (DIC) is supported.