Measurement of longevity risk using bootstrapping for Lee-Carter and generalised linear Poisson models of mortality

DOI10.1007/S11009-008-9100-8zbMath1168.62384OpenAlexW2062901063MaRDI QIDQ835687

Steven Haberman, Arthur E. Renshaw

Publication date: 31 August 2009

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

Full work available at URL: https://doi.org/10.1007/s11009-008-9100-8

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10) Nonparametric statistical resampling methods (62G09) Estimation in survival analysis and censored data (62N02) Mathematical geography and demography (91D20)

Related Items (1)

Inference pitfalls in Lee-Carter model for forecasting mortality

Uses Software

• bootstrap

Cites Work

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• On simulation-based approaches to risk measurement in mortality with specific reference to Poisson Lee-carter modelling
• A cohort-based extension to the Lee-Carter model for mortality reduction factors
• Evaluating and extending the Lee\,-\,Carter model for mortality forecasting: bootstrap confidence interval
• Lee–Carter Mortality Forecasting: A Parallel Generalized Linear Modelling Approach for England and Wales Mortality Projections
• Negative binomial version of the Lee–Carter model for mortality forecasting
• Bootstrapping the Poisson log-bilinear model for mortality forecasting
• Extending Lee–Carter Mortality Forecasting

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