Bootstrapping the Poisson log-bilinear model for mortality projection

Brouhns, Natacha;Van Keilegom, Ingrid;Denuit, Michel
(2005) Scandinavian Actuarial Journal — Vol. 3, p. 212-224 (2005)

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Abstract
This paper proposes bootstrap procedures for expected remaining lifetimes and life annuity single premiums in a dynamic mortality environment. Assuming a further continuation of the stable pace of mortality decline, a Poisson log-bilinear projection model is applied to the forecasting of the genderand age-specific mortality rates for Belgium on the basis of mortality statistics relating to the period 1950-2000. Bootstrap procedures are then used to obtain confidence intervals on the aforementioned quantities.
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Brouhns, N., Van Keilegom, I., & Denuit, M. (2005). Bootstrapping the Poisson log-bilinear model for mortality projection. Scandinavian Actuarial Journal, 3, 212-224. https://doi.org/10.1080/03461230510009754 (Original work published 2005)