Francesco Ungolo's repositories
AffineMortality
Statistical analysis of affine mortality models. Implementation of univariate Kalman Filter based routines for the estimation, goodness of fit assessment and projection of affine mortality models
hierarchical_missing_data
Code used for the analysis in "A hierarchical model for the joint mortality analysis of pension scheme data with missing covariates" (2020) by F. Ungolo, T. Kleinow and A.S. Macdonald, Insurance: Mathematics and Economics, Vol. 91, pages 68-84
surv_mis_data
Code for results of Survival analysis of pension scheme mortality when data are missing (F. Ungolo et. al. (2019 SAJ))
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AVDPM
Augmented Variable Dirichlet Process Mixture model for the analysis of dependent lifetime events
Language:R000