{"title":"affine_mortality: A Github Repository for Estimation, Analysis, and Projection of Affine Mortality Models","authors":"F. Ungolo, M. Sherris, Yuxin Zhou","doi":"10.2139/ssrn.3912983","DOIUrl":null,"url":null,"abstract":"This short paper provides tutorial guidance in the use of the R files within the Github repository affine_mortality containing the code used to fit, examine and compare continuous-time affine mortality models. The final implementation will be available as the R package AffineMortality. Throughout this tutorial, we provide a discussion of how the code works in order to effectively estimate and project the models, and describe the functions available therein. Some illustration of the code for the analysis of the US dataset is provided.","PeriodicalId":407792,"journal":{"name":"Pension Risk Management eJournal","volume":"1 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2021-08-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"1","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Pension Risk Management eJournal","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.2139/ssrn.3912983","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 1
Abstract
This short paper provides tutorial guidance in the use of the R files within the Github repository affine_mortality containing the code used to fit, examine and compare continuous-time affine mortality models. The final implementation will be available as the R package AffineMortality. Throughout this tutorial, we provide a discussion of how the code works in order to effectively estimate and project the models, and describe the functions available therein. Some illustration of the code for the analysis of the US dataset is provided.