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Lee Carter model and different cross-validation methods for mortality forecasting models, implemented in Python.

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Lee-Carter-Model-and-mortality-forecasting-cross-validation-Python-implementation

This code is a python Lee Carter model implementaion, as well as an implementation of a cross-validation methodology to test the performance of a given mortality forecasting model. It also contains a few helpful functions to visual the results.

The work was carried as part of my graduation thesis to obtain a master's degree in actuarial science, from the superior school of social security in Algeria. You can find the link to download the thesis below.

For more details on the code, refer to the section 4 of chapter 4 of the thesis.

A function to extract Data from the files downloaded from the human mortality database was added and tested. And Some interesting results were found in the case of a number of countries.

Thesis link: https://drive.google.com/file/d/1xPFEA8Q-8d5JYJKb_P04nlatfSEsgWyf/view?usp=sharing

For questions and/or collaboration please contact me at oussamamedounissi@gmail.com.

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Lee Carter model and different cross-validation methods for mortality forecasting models, implemented in Python.

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