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Evaluating and extending the Lee-Carter model for mortality forecasting: Bootstrap confidence interval

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  • Koissi, Marie-Claire
  • Shapiro, Arnold F.
  • Hognas, Goran

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  • Koissi, Marie-Claire & Shapiro, Arnold F. & Hognas, Goran, 2006. "Evaluating and extending the Lee-Carter model for mortality forecasting: Bootstrap confidence interval," Insurance: Mathematics and Economics, Elsevier, vol. 38(1), pages 1-20, February.
    • Handle: RePEc:eee:insuma:v:38:y:2006:i:1:p:1-20
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    References listed on IDEAS

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    1. England, Peter & Verrall, Richard, 1999. "Analytic and bootstrap estimates of prediction errors in claims reserving," Insurance: Mathematics and Economics, Elsevier, vol. 25(3), pages 281-293, December.
    2. Carter, Lawrence R. & Lee, Ronald D., 1992. "Modeling and forecasting US sex differentials in mortality," International Journal of Forecasting, Elsevier, vol. 8(3), pages 393-411, November.
    3. John Bongaarts, 2004. "Population Aging and the Rising Cost of Public Pensions," Population and Development Review, The Population Council, Inc., vol. 30(1), pages 1-23, March.
    4. Renshaw, A. E. & Haberman, S., 2003. "On the forecasting of mortality reduction factors," Insurance: Mathematics and Economics, Elsevier, vol. 32(3), pages 379-401, July.
    5. Ronald Lee, 2000. "The Lee-Carter Method for Forecasting Mortality, with Various Extensions and Applications," North American Actuarial Journal, Taylor & Francis Journals, vol. 4(1), pages 80-91.
    6. Hoedemakers, Tom & Beirlant, Jan & Goovaerts, Marc J. & Dhaene, Jan, 2003. "Confidence bounds for discounted loss reserves," Insurance: Mathematics and Economics, Elsevier, vol. 33(2), pages 297-316, October.
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