Using Parametric Bootstrap to Introduce and Manage Uncertainty: Replicated Loaded Insurance Life Tables

DOI10.1080/10920277.2019.1596820zbMath1426.91231OpenAlexW2966570474MaRDI QIDQ5241944

Juan Carlos Bosch-Rodríguez, Jose M. Pavía, Francisco Morillas

Publication date: 4 November 2019

Published in: North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10920277.2019.1596820

zbMATH Keywords

parametric bootstrapcrude death ratesinsurance life tables

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Bootstrap, jackknife and other resampling methods (62F40) Actuarial mathematics (91G05)

Related Items (2)

Shortcuts for the construction of sub-annual life tables ⋮ On a stochastic nonlocal system with discrete diffusion modeling life tables

Uses Software

• R
• nls2
• Human Mortality
• bootstrap
• GoFKernel

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Modeling and Forecasting U.S. Mortality
• On age-period-cohort parametric mortality rate projections
• Moving weighted average graduation using kernel estimation
• A comparison of models for dynamic life tables. Application to mortality data from the Valencia region (Spain)
• Smoothing counting process intensities by means of kernel functions
• Estimation of the population spectrum with replicated time series.
• A Poisson log-bilinear regression approach to the construction of projected lifetables.
• Modelling dependent data for longevity projections
• Modelling and forecasting mortality in Spain
• Evaluating and extending the Lee\,-\,Carter model for mortality forecasting: bootstrap confidence interval
• An extension of the Whittaker–Henderson method of graduation
• Negative binomial version of the Lee–Carter model for mortality forecasting
• Assessing implicit hypotheses in life table construction
• A Bayesian non-parametric model for small population mortality
• Bootstrap Techniques for Mortality Models
• A multivariate time series approach to projected life tables
• Bootstrap Methods
• Bootstrapping the Poisson log-bilinear model for mortality forecasting
• Projecting Mortality Trends
• On the Modeling and Forecasting of Socioeconomic Mortality Differentials: An Application to Deprivation and Mortality in England
• Estimation of the Characteristics of the Jumps of a General Poisson-Diffusion Model
• An investigation into parametric model for mortality projections, with applications to immediate annuitants' and life office pensioners' data

This page was built for publication: Using Parametric Bootstrap to Introduce and Manage Uncertainty: Replicated Loaded Insurance Life Tables