LifeMetrics Open Source R code for Stochastic Mortality Modelling


Andrew Cairns is co-inventor of the CBD stochastic mortality models and author of the LifeMetrics open source R code for fitting stochastic mortality models that can be used for modelling, measurement and management of longevity risk.
From 2007 the open source code was available on www.lifemetrics.com. However, since 2013 this service has been discontinued and the software has not yet been made available on www.llma.com.

In order to continue this service to the longevity-risk community, the software is available for download below.

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Downloads


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