On simulation-based approaches to risk measurement in mortality with specific reference to Poisson Lee-carter modelling. (English) Zbl 1152.91598

Summary: This paper provides a comparative study of simulation strategies for assessing risk in mortality rate predictions and associated estimates of life expectancy and annuity values in both period and cohort frameworks.


91B30 Risk theory, insurance (MSC2010)


bootstrap; GLIM
Full Text: DOI


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