Bootstrapping the Poisson log-bilinear model for mortality forecasting

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 gender- and 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.