CvmortalityMult - Cross-Validation for Multi-Population Mortality Models
Implementation of cross-validation method for testing the
forecasting accuracy of several multi-population mortality
models. The family of multi-population includes several
multi-population mortality models proposed through the
actuarial and demography literature. The package includes
functions for fitting and forecast the mortality rates of
several populations. Additionally, we include functions for
testing the forecasting accuracy of different multi-population
models. References. Atance, D., Debon, A., and Navarro, E.
(2020) <doi:10.3390/math8091550>. Bergmeir, C. & Benitez, J.M.
(2012) <doi:10.1016/j.ins.2011.12.028>. Debon, A., Montes, F.,
& Martinez-Ruiz, F. (2011) <doi:10.1007/s13385-011-0043-z>.
Lee, R.D. & Carter, L.R. (1992)
<doi:10.1080/01621459.1992.10475265>. Russolillo, M., Giordano,
G., & Haberman, S. (2011) <doi:10.1080/03461231003611933>.
Santolino, M. (2023) <doi:10.3390/risks11100170>.