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Small population bias and sampling effects in stochastic mortality modelling
We propose the use of parametric bootstrap methods to investigate the finite sample distribution of the maximum likelihood estimator for the parameter vector of a stochastic mortality model. Particular emphasis is placed on the effect that the size of the underlying population has on the distributio...
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| Publicado no: | Eur Actuar J |
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| Main Authors: | , , |
| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
Springer Berlin Heidelberg
2017
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| Assuntos: | |
| Acesso em linha: | https://ncbi.nlm.nih.gov/pmc/articles/PMC5744643/ https://ncbi.nlm.nih.gov/pubmed/29323361 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1007/s13385-016-0143-x |
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