genBinomialResBootSamples: Generate Binomial residual bootstrap sample

In StMoMo: Stochastic Mortality Modelling

Description

Generate Binomial bootstrap samples using the procedure described in Debon et al. (2010, section 3)

Usage

genBinomialResBootSamples(devRes, dhat, E, nBoot)

Arguments

devRes	Matrix of deviance residuals
dhat	Matrix of fitted deaths
E	Matrix of observed exposures
nBoot	number of bootstrap samples to produce.

Value

a list of length nBoot of matrices with matching sampled deaths

References

Debon, A., Martinez-Ruiz, F., & Montes, F. (2010). A geostatistical approach for dynamic life tables: The effect of mortality on remaining lifetime and annuities. Insurance: Mathematics and Economics, 47(3), 327-336.

StMoMo documentation built on May 2, 2019, 11:42 a.m.