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smm

Stochastic Mortality Modelling workshop using Dutch mortality data.

Workshop content:

  • Introduction to R
  • Mortality models overview
  • Case study in R
    • Look at mortality models: LC, APC, CBD, RH, M6-M8, PLAT
      • Fit models
      • Analyse model fit
      • Project mortalities
    • Benchmark against AG table
    • BEL and SCR Projection for a portfolio
    • Writting own packages in R

Presentation

Presentation is available under: http://rpubs.com/olgamie/smm_nl

In order to knit the presentation yourself fork the repo and render stochastic_mortality.Rmd

Case study

R code and input data for the workshop are available in the folder Case study.

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