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1. AffineMortality AffineMortality Public

   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

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2. surv_mis_data surv_mis_data Public

   Code for results of Survival analysis of pension scheme mortality when data are missing (F. Ungolo et. al. (2019 SAJ))

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3. affine_mortality affine_mortality Public

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4. hierarchical_missing_data hierarchical_missing_data Public

   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: M…

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5. AFT-DPM-R AFT-DPM-R Public

   Code for the analysis of the Dirichlet Process Mixture-Regression model of the Accelerated Failure Time model (Ungolo & van den Heuvel, 2023)

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6. AfMoProva AfMoProva Public