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StMoMo (version 0.4.1)

poissonRes2death: Map poisson deviance residuals into deaths

Description

This function uses the procedure described in Renshaw and Haberman (2008)

Usage

poissonRes2death(dhat, res)

Arguments

dhat

fitted number of deaths (scalar)

res

deviance residual (scalar)

Value

matching observed 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.