The stratified sampling bootstrap for measuring the uncertainty in mortality forecasts

DOI10.1007/s11009-011-9225-zzbMath1362.62182OpenAlexW2095948472MaRDI QIDQ430862

Valeria D'Amato, Maria Russolillo, Steven Haberman

Publication date: 26 June 2012

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11009-011-9225-z

zbMATH Keywords

bootstrapstratified samplingLee-Carter modelmortality forecastingvariance reducing techniques

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Applications of statistics to actuarial sciences and financial mathematics (62P05) General biostatistics (92B15) Sampling theory, sample surveys (62D05) Bootstrap, jackknife and other resampling methods (62F40) Statistical methods; economic indices and measures (91B82)

Related Items

A Neural Approach to Improve the Lee-Carter Mortality Density Forecasts ⋮ Longevity risk and capital markets: the 2015--16 update ⋮ Modelling dependent data for longevity projections ⋮ Editorial: Longevity risk and capital markets: the 2013--14 update ⋮ Longevity Risk and Capital Markets: The 2012–2013 Update ⋮ Detecting Common Longevity Trends by a Multiple Population Approach ⋮ Longevity risk and capital markets: the 2019--20 update ⋮ Multiple mortality modeling in Poisson Lee–Carter framework ⋮ Computational framework for longevity risk management ⋮ Longevity Risk and Capital Markets: The 2017–2018 Update

Uses Software

• Human Mortality
• bootstrap

Cites Work

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• A Biometrics Invited Paper with Discussion: The Natural Variability of Vital Rates and Associated Statistics
• Bootstrapping the Poisson log-bilinear model for mortality forecasting