Evaluating and extending the Lee\,-\,Carter model for mortality forecasting: bootstrap confidence interval

DOI10.1016/j.insmatheco.2005.06.008zbMath1098.62138OpenAlexW2025917720MaRDI QIDQ2507938

Marie-Claire Koissi, Göran Högnäs, Arnold F. Shapiro

Publication date: 5 October 2006

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2005.06.008

zbMATH Keywords

confidence interval stochastic model mortality forecasting bootstrap methods Lee-Carter method

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Applications of statistics to actuarial sciences and financial mathematics (62P05) Estimation in survival analysis and censored data (62N02) Mathematical geography and demography (91D20)

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