StMoMo: poissonRes2death – R documentation

Become an expert in R — Interactive courses, Cheat Sheets, certificates and more!

poissonRes2death

Map poisson deviance residuals into deaths

Description

This function uses the procedure described in Renshaw and Haberman (2008)

Usage

poissonRes2death(dhat, res)

Arguments

`dhat`	fitted number of deaths (scalar)
`res`	deviance residual (scalar)

Value

matching observed deaths

References

Renshaw, A. E., & Haberman, S. (2008). On simulation-based approaches to risk measurement in mortality with specific reference to Poisson Lee-Carter modelling. Insurance: Mathematics and Economics, 42(2), 797-816.

StMoMo

Stochastic Mortality Modelling

v0.4.1

GPL (>= 2)

Authors

Andres Villegas <andresmauriciovillegas@gmail.com>, Pietro Millossovich <Pietro.Millossovich.1@city.ac.uk>, Vladimir Kaishev <Vladimir.Kaishev.1@city.ac.uk>

Initial release