Generate Poisson residual bootstrap sample
Generate Poisson bootstrap samples using the procedure described in Renshaw and Haberman (2008)
genPoissonResBootSamples(devRes, dhat, nBoot)
devRes |
Matrix of deviance residuals |
dhat |
Matrix of fitted deaths |
nBoot |
number of bootstrap samples to produce. |
a list of length nBoot of matrices with matching sampled
deaths
Renshaw, A. E., & Haberman, S. (2008). On simulation-based approaches to risk measurement in mortality with specific reference to Poisson Lee-Carter modelling. Insurance: Mathematics and Economics, 42(2), 797-816.
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