|
|
|
|
Investigating mortality uncertainty using the block bootstrap
|
|
|
|
|
|
|
|
نویسنده
|
liu x. ,braun w.j.
|
|
منبع
|
journal of probability and statistics - 2010 - شماره : 0
|
|
چکیده
|
This paper proposes a block bootstrap method for measuring mortality risk under the lee-carter model framework. in order to take account of all sources of risk (the process risk,the parameter risk,and the model risk) properly,a block bootstrap is needed to cope with the spatial dependence found in the residuals. as a result,the prediction intervals we obtain for life expectancy are more accurate than the ones obtained from other similar methods. © 2010 xiaoming liu and w. john braun.
|
|
|
|
|
آدرس
|
department of statistical and actuarial sciences,university of western ontario,london, Canada, department of statistical and actuarial sciences,university of western ontario,london, Canada
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Authors
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|