Investigating Mortality Uncertainty Using the Block Bootstrap | Zendy

Xiaoming Liu | Zendy; W. John Braun | Zendy

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Investigating Mortality Uncertainty Using the Block Bootstrap

Author(s) -

Xiaoming Liu,

W. John Braun

Publication year - 2010

Publication title -

journal of probability and statistics

Language(s) - English

Resource type - Journals

eISSN - 1687-9538

pISSN - 1687-952X

DOI - 10.1155/2010/813583

Subject(s) - block (permutation group theory) , life expectancy , econometrics , mathematics , risk model , statistics , demography , population , geometry , sociology

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

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