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StMoMo: An R Package for Stochastic Mortality Modelling

https://doi.org/10.2139/ssrn.2698729
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1 of 37 checkable references need attention · checked 2026-08-05

At the dated check, the references listed below either did not resolve in Crossref or DataCite, or carried a retraction notice. Each one is shown with the registry record that put it there.

11 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.

References needing attention

does not resolve to a known work10.2307/3088317
The 36 checked references that resolve
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Rethinking age-period-cohort mortality trend models
resolves10.1007/s13385-011-0030-4
A user-friendly approach to stochastic mortality modelling
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MODELING THE MORTALITY TREND UNDER MODERN SOLVENCY REGIMES
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Bootstrapping the Poisson log-bilinear model for mortality forecasting
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<scp>A Two‐Factor Model for Stochastic Mortality with Parameter Uncertainty: Theory and Calibration</scp>
resolves10.1016/j.insmatheco.2010.12.005
Mortality density forecasts: An analysis of six stochastic mortality models
resolves10.1080/10920277.2009.10597538
A Quantitative Comparison of Stochastic Mortality Models Using Data From England and Wales and the United States
resolves10.18637/jss.v050.i01
<b>MortalitySmooth</b>: An<i>R</i>Package for Smoothing Poisson Counts with P-Splines
resolves10.1002/sim.4780060406
Models for temporal variation in cancer rates. II: Age–period–cohort models
resolves10.1191/1471082x04st080oa
Smoothing and forecasting mortality rates
resolves10.1080/03461238.2014.928230
On fitting generalized linear and non-linear models of mortality
resolves10.1016/j.insmatheco.2010.07.007
A geostatistical approach for dynamic life tables: The effect of mortality on remaining lifetime and annuities
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On age-period-cohort parametric mortality rate projections
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A comparative study of parametric mortality projection models
resolves10.2307/2736356
Age, Period, and Cohort Effects in Demography: A Review
resolves10.1080/10920277.2013.852963
A General Procedure for Constructing Mortality Models
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Robustness and convergence in the Lee–Carter model with cohort effects
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Robust forecasting of mortality and fertility rates: A functional data approach
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Evaluating and extending the Lee–Carter model for mortality forecasting: Bootstrap confidence interval
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Modeling and Forecasting U.S. Mortality
resolves10.1017/s1748499514000153
A quantitative comparison of simulation strategies for mortality projection
resolves10.1007/s13385-011-0039-8
Analysis of Finnish and Swedish mortality data with stochastic mortality models
resolves10.1007/978-1-4899-3242-6
Generalized Linear Models
resolves10.1126/science.1069675
Broken Limits to Life Expectancy
resolves10.1016/j.insmatheco.2009.08.006
On stochastic mortality modeling
resolves10.1016/s0167-6687(03)00138-0
Lee–Carter mortality forecasting with age-specific enhancement
resolves10.1016/j.insmatheco.2005.12.001
A cohort-based extension to the Lee–Carter model for mortality reduction factors
resolves10.1016/j.insmatheco.2007.08.009
On simulation-based approaches to risk measurement in mortality with specific reference to Poisson Lee–Carter modelling
resolves10.1017/s1357321700003470
The Modelling of Recent Mortality Trends in United Kingdom Male Assured Lives
resolves10.1080/03461238.2014.987807
The impact of multiple structural changes on mortality predictions
resolves10.1017/asb.2017.18
A COMPARATIVE STUDY OF TWO-POPULATION MODELS FOR THE ASSESSMENT OF BASIS RISK IN LONGEVITY HEDGES
resolves10.1080/02664760500163441
Modelling and forecasting mortality distributions in England and Wales using the Lee–Carter model
resolves10.1017/s1357321700002762
The Cohort Effect: Insights and Explanations
The 11 references without a DOI — listed, not checked
no DOI — not checkedquantile, probs = 0.025) mxtPred97.5 <-apply(LCsim_NZ$rates, c(1, 2), quantile, probs = 0.975) #95% intervals with parameter uncertainty (in sample, and predictions) mxtHatPU2.5 <-apply(LCsimPU_NZ$fitted, c(1, 2), quantile, probs = 0.025) mxtHatPU97.5 <-apply(LCsimPU_NZ$fitted, c(1, 2), quantile, probs = 0.975) mxtPredPU2.5 <-apply(LCsimPU_NZ$rates, c(1, 2), quantile, probs = 0.025) mxtPredPU97.5 <-apply
no DOI — not checkedlty = 5, col = "red") matlines(LCfit_NZ$years, t(mxtHatPU97.5[x, ]), lty = 5, col = "red") matlines(LCfor_NZ$years, t(mxtCentral[x, ]), lty = 4, col = "black") matlines(LCsim_NZ$years
no DOI — not checkedProspective life tables
no DOI — not checkedref10
no DOI — not checkedref19
no DOI — not checkedref24
no DOI — not checkedref26
no DOI — not checkedExplaining young mortality
no DOI — not checkedref38
no DOI — not checkedref43
no DOI — not checkedKing Momo
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