The stratified sampling bootstrap for measuring the uncertainty in mortality forecasts

DOI10.1007/S11009-011-9225-ZMaRDI QIDQ430862zbMATH OpenOpenAlexFDO

Authors 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

bootstrapLee-Carter modelstratified samplingmortality forecastingvariance reducing techniques

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 5713282 (Why is no real title available?)
• scientific article; zbMATH DE number 5522381 (Why is no real title available?)
• scientific article; zbMATH DE number 708500 (Why is no real title available?)
• A Biometrics Invited Paper with Discussion: The Natural Variability of Vital Rates and Associated Statistics
• A Poisson log-bilinear regression approach to the construction of projected lifetables.
• Analytic and bootstrap estimates of prediction errors in claims reserving
• Bootstrapping the Poisson log-bilinear model for mortality forecasting
• Confidence bounds for discounted loss reserves.
• Evaluating and extending the Lee\,-\,Carter model for mortality forecasting: bootstrap confidence interval
• Evaluating the performance of Gompertz, Makeham and Lee-Carter mortality models for risk management with unit-linked contracts
• Lee-Carter mortality forecasting with age-specific enhancement.
• Lee–Carter Mortality Forecasting: A Parallel Generalized Linear Modelling Approach for England and Wales Mortality Projections
• On simulation-based approaches to risk measurement in mortality with specific reference to Poisson Lee-carter modelling
• On the forecasting of mortality reduction factors

Cited in

(12)

• Detecting common longevity trends by a multiple population approach
• Bootstrap techniques for mortality models
• Modelling dependent data for longevity projections
• Longevity Risk and Capital Markets: The 2017–2018 Update
• Longevity risk and capital markets: the 2019--20 update
• Computational framework for longevity risk management
• Bootstrapping the Poisson log-bilinear model for mortality forecasting
• Longevity Risk and Capital Markets: The 2012–2013 Update
• Editorial: Longevity risk and capital markets: the 2013--14 update
• Longevity risk and capital markets: the 2015--16 update
• A Neural Approach to Improve the Lee-Carter Mortality Density Forecasts
• Multiple mortality modeling in Poisson Lee-Carter framework

Describes a project that uses

Uses Software

• bootstrap
• Human Mortality

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