Measurement of longevity risk using bootstrapping for Lee-Carter and generalised linear Poisson models of mortality
type: Item
instance of: scholarly article
title: Measurement of longevity risk using bootstrapping for Lee-Carter and generalised linear Poisson models of mortality
zbMATH Open document ID: 1168.62384
published in: Methodology and Computing in Applied Probability
publication date: 2009-08-31T00:00:00Z
Mathematics Subject Classification ID: 62N02
Mathematics Subject Classification ID: 65C60
Mathematics Subject Classification ID: 62G09
Mathematics Subject Classification ID: 62P10
Mathematics Subject Classification ID: 91D20
zbMATH DE Number: 5600073
author: Steven Haberman
author: Arthur Renshaw
describes a project that uses: bootstrap
MaRDI profile type: Publication
full work available at URL: s11009-008-9100-8
OpenAlex ID: W2062901063
cites work: Q3562659
cites work: Bootstrapping the Poisson log-bilinear model for mortality forecasting
cites work: Extending Lee–Carter Mortality Forecasting
cites work: Negative binomial version of the Lee–Carter model for mortality forecasting
cites work: Q4318617
cites work: Q3966981
cites work: Evaluating and extending the Lee\,-\,Carter model for mortality forecasting: bootstrap confidence interval
cites work: Lee–Carter Mortality Forecasting: A Parallel Generalized Linear Modelling Approach for England and Wales Mortality Projections
cites work: A cohort-based extension to the Lee-Carter model for mortality reduction factors
cites work: On simulation-based approaches to risk measurement in mortality with specific reference to Poisson Lee-carter modelling
DOI: 10.1007/S11009-008-9100-8
description: scientific article; zbMATH DE number 5600073