The stratified sampling bootstrap for measuring the uncertainty in mortality forecasts
DOI10.1007/S11009-011-9225-ZzbMATH Open1362.62182OpenAlexW2095948472MaRDI QIDQ430862FDOQ430862
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
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- On the forecasting of mortality reduction factors
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- 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
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- Evaluating the performance of Gompertz, Makeham and Lee-Carter mortality models for risk management with unit-linked contracts
Cited In (12)
- Detecting common longevity trends by a multiple population approach
- Bootstrap techniques for mortality models
- Longevity Risk and Capital Markets: The 2017–2018 Update
- Modelling dependent data for longevity projections
- Longevity risk and capital markets: the 2019--20 update
- Bootstrapping the Poisson log-bilinear model for mortality forecasting
- Computational framework for longevity risk management
- 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
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