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StMoMo (version 0.4.1)

genPoissonSemiparametricBootSamples: Generate Poisson semiparametric bootstrap samples

Description

Generate Poisson semiparametric bootstrap samples using the procedure described in Brouhns et al (2005).

Usage

genPoissonSemiparametricBootSamples(D, nBoot)

Arguments

D

matrix of deaths

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.