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genBinomialSemiparametricBootSamples

Generate Binomial semiparametric bootstrap samples


Description

Generate Binomial semiparametric bootstrap samples using a suitable adaptation of the Poisson procedure described in Brouhns et al (2005).

Usage

genBinomialSemiparametricBootSamples(D, E, nBoot)

Arguments

D

matrix of deaths

E

matrix of exposures

nBoot

number of bootstrap samples to produce.

Value

a list of length nBoot of matrices with sampled deaths

References

Brouhns, N., Denuit M., & Van Keilegom, I. (2005). Bootstrapping the Poisson log-bilinear model for mortality forecasting. Scandinavian Actuarial Journal, 2005(3), 212-224.


StMoMo

Stochastic Mortality Modelling

v0.4.1
GPL (>= 2)
Authors
Andres Villegas <andresmauriciovillegas@gmail.com>, Pietro Millossovich <Pietro.Millossovich.1@city.ac.uk>, Vladimir Kaishev <Vladimir.Kaishev.1@city.ac.uk>
Initial release

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