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StMoMo (version 0.4.1)

genPoissonResBootSamples: Generate Poisson residual bootstrap sample

Description

Generate Poisson bootstrap samples using the procedure described in Renshaw and Haberman (2008)

Usage

genPoissonResBootSamples(devRes, dhat, nBoot)

Arguments

devRes

Matrix of deviance residuals

dhat

Matrix of fitted deaths

nBoot

number of bootstrap samples to produce.

Value

a list of length nBoot of matrices with matching sampled deaths

References

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.