Nonparametric estimation of net premium functionals for different statuses in collective life insurance

The nonparametric estimators of net premiums in collective models of insurance for the different statuses of collective life insurance are proposed. The asymptotic normality and mean square convergence of the proposed estimates are proved. The main parts of asymptotic mean square errors (MSEs) for e...

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Bibliographic Details
Published in:Information Technologies and Mathematical Modelling : 13th International Scientific Conference, ITMM 2014, named after A. F. Terpugov, Anzhero-Sudzhensk, Russia, November 20-22, 2014 : proceedings P. 223-233
Main Author: Koshkin, Gennady M.
Other Authors: Lopukhin, Yaroslav N.
Format: Book Chapter
Language:English
Subjects:
Online Access:http://vital.lib.tsu.ru/vital/access/manager/Repository/vtls:000579430
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