genBinomialSemiparametricBootSamples {StMoMo}R Documentation

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.


[Package StMoMo version 0.4.1 Index]