The code in this repository allows to estimate, analyse and project a number of affine mortality models (see Ungolo, Sherris and Zhou (2021) and Huang, Sherris, Villegas and Ziveyi (2021)) by using the maximum likelihood with the univariate Kalman Filter. More information about the functionalities are available in the pdf guide.
Please report any bug to any of the following e-mail addresses:
- francescoungolo@gmail.com (Francesco Ungolo)
- M.Sherris@unsw.edu.au (Michael Sherris)
- yuxin.zhou@unsw.edu.au (Yuxin Zhou)
The work in this repository can be cited as follows:
Francesco Ungolo, Michael Sherris and Yuxin Zhou (2021), affine_mortality: A Github repository for estimation, analysis and projection of affine mortality models