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

Insurance: Mathematics and Economics

Volumn 38, Issue 1, 2006, Pages 1-20

  Koissi, Marie Claire ^a,b   Shapiro, Arnold F ^b   Högnäs, Göran ^a  

^a ÅBO AKADEMI UNIVERSITY   (Finland)

^b PENNSYLVANIA STATE UNIVERSITY   (United States)

Author keywords

Bootstrap methods; Confidence interval; Lee Carter method; Mortality forecasting; Stochastic model

Indexed keywords

EID: 31544436582     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.insmatheco.2005.06.008     Document Type: Article

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