Small population bias and sampling effects in stochastic mortality modelling
نویسندگان
چکیده
منابع مشابه
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 distribution of the MLE in finite samples, and on the dependency structure of the resulting estimator: that ...
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ژورنال
عنوان ژورنال: European Actuarial Journal
سال: 2017
ISSN: 2190-9733,2190-9741
DOI: 10.1007/s13385-016-0143-x