A new blog on various actuarial stuffs...

The aim of this blog is sharing information of interest in the actuarial world. We consider informative contents as well as implementation tools in financial, life and pension actuarial matters.

Thursday, 6 January 2011

Prospective mortality tables; R is your friend

A very interesting R package that permits to easily fit the Lee Carter model for prospective mortality tables.

website: http://cran.r-project.org/web/packages/demography/demography.pdf

Description:

Functions for demographic analysis including lifetable
calculations; Lee-Carter modelling; functional data analysis of
mortality rates, fertility rates, net migration numbers; and stochastic population forecasting

Interested people might also find intersting to use the web applciation developped by Mr Lee himself:
http://lcfit.demog.berkeley.edu/

Useless to say that the web application uses Python... ;-)

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1 comment:

  1. rr6 January 2011 at 23:53

    Thanks. The Python code is available at:
    https://github.com/webbs/lcfit.

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