olgamie / Insurance

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.