Collection of functions that can be used following a pre-established procedure to build and validate actuarial life tables.
| Package: | ELT |
| Type: | Package |
| Version: | 1.6 |
| Date: | 2016-04-10 |
| License: | GNU |
| Depends: | locfit,lattice,latticeExtra,xlsx |
The package is meant to be used following a pre-established procedure.
See the reference for more info.
Please notice that the package includes the following internal functions:
.BeforeAfterCompletion(); .ComparisonFitsMethods(); .ComparisonFitsMethodsLog(); .ComparisonResidualsMethods(); .ComparisonResidualsMethods(); .ComparisonTrendsMethods(); .CompletionDG2005(); .CompLevel1(); .CompLevel2(); .CompLevel3(); .DevFct(); .ExportHistoryInExcel(); .ExportPeriodicLifeExpinExcel(); .ExportSingleIndiciesinExcel(); .ExportValidationL1inExcel(); .ExportValidationL2inExcel(); .FctCohortLifeExp5(); .FctPerLifeExp(); .FctSingleIndices(); .FitPopsAfterCompletionLog(); .FittedDxtAndConfInt(); .GetCritLevel1(); .GetCritLevel2(); .GetCV(); .GetFitSim(); .GetHistory(); .GetQtiles(); .GetRelDisp(); .GetSimExp(); .PlotCrit(); .PlotCritChoice(); .PlotDIntConf(); .PlotExpQtle(); .PlotFittedYear(); .PlotFittedYearLog(); .PlotMethod(); .PlotParamCompletion(); .PlotPerExp(); .PlotRelDisp(); .PlotRes(); .ResFct(); .SimDxt(); .ValidationLevel3(); .WarningInvalidAge() .
These functions can be accessed with the prefix ELT::: using the following syntax: ELT:::[name of the function] . For example : ELT:::.GetHistory(). See technical note II1291-15 (http://www.ressources-actuarielles.net/gtmortalite) for the arguments and examples of the functions.
Tomas, J. , Planchet, F. , Prospective mortality tables and portfolio experience, Chapter 9 in Computational Actuarial Science, with R ; Arthur Charpentier Editor, Chapman, 2014
Tomas, J. , Planchet, F. , Constructing entity specific prospective mortality table : adjustment to a reference, Les cahiers de recherche de l'ISFA, 2013(13), pp.1-31, 2013.
Tomas, J. , Planchet, F. , Construction d'une table de mortalite par positionnement : Mode d'emploi, Institut des Actuaires, Rapport technique II1291-15, pp. 1-27, 2013
Tomas, J. , Planchet, F. , Criteres de Validation : Aspects Methodologiques, Institut des Actuaires, Rapport technique II1291-14, pp. 1-31, 2013
Tomas, J. , Planchet, F. , Methodes de positionnement : Aspects Methodologiques, Institut des Actuaires, Rapport technique II1291-12, pp. 1-12, 2013
Denuit, M. and Goderniaux, A. C. (2005). Closing and projecting life tables using log-linear models. Bulletin of the Swiss Association of Actuaries, (1), 29-48
http://www.ressources-actuarielles.net/gtmortalite for data and exemple codes.