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Investigating Mortality Uncertainty Using the Block Bootstrap

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  • Xiaoming Liu
  • W. John Braun

Abstract

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.

Suggested Citation

  • Xiaoming Liu & W. John Braun, 2010. "Investigating Mortality Uncertainty Using the Block Bootstrap," Journal of Probability and Statistics, Hindawi, vol. 2010, pages 1-15, January.
    • Handle: RePEc:hin:jnljps:813583
    DOI: 10.1155/2010/813583
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    Cited by:

    1. David Atance & Ana Debón & Eliseo Navarro, 2020. "A Comparison of Forecasting Mortality Models Using Resampling Methods," Mathematics, MDPI, vol. 8(9), pages 1-21, September.

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