longevity: An R Package for Modelling Excess Lifetimes
Abstract
The longevity R package provides a maximum likelihood estimation routine for modelling of survival data that are subject to non-informative censoring or truncation. It includes a selection of 12 parametric models of varying complexity, with a focus on tools for extreme value analysis and more specifically univariate peaks over threshold modelling. The package provides utilities for univariate threshold selection, parametric and nonparametric maximum likelihood estimation, goodness of fit diagnostics and model comparison tools. These different methods are illustrated using individual Dutch records and aggregated Japanese human lifetime data.
Fields of Study & Subjects
Insurance
Mortality
Demography
Risk Management
Publication details
- Journal / source
- The R Journal
- Volume
- 17
- Issue
- 4
- Pages
- 37–58
- Publication date
- 6 January 2026
- Language
- EN