Nonparametric estimation of actuarial present value of deferred life annuity
The paper deals with the estimation problem of the actuarial present value of the deferred life annuity. The nonpara-metric estimator of the deferred life annuity was constructed. We found the principal term of the asymptotic mean squared error (MSE) of the proposed estimator and proved its asymptot...
| Published in: | Вестник Томского государственного университета. Управление, вычислительная техника и информатика № 46. С. 49-55 |
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| Format: | Article |
| Language: | English |
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| Online Access: | http://vital.lib.tsu.ru/vital/access/manager/Repository/vtls:000651573 Перейти в каталог НБ ТГУ |
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| 024 | 7 | |a 10.17223/19988605/46/6 |2 doi | |
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| 039 | 9 | |a 201904021711 |c 201903291541 |d VLOAD |y 201903291535 |z Александр Эльверович Гилязов | |
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| 100 | 1 | |a Gubina, Oxana V. |9 183189 | |
| 245 | 1 | 0 | |a Nonparametric estimation of actuarial present value of deferred life annuity |c O. V. Gubina, G. M. Koshkin |
| 246 | 1 | 1 | |a Непараметрическое оценивание актуарной современной стоимости отсроченной ренты |
| 504 | |a Библиогр.: 33 назв. | ||
| 520 | 3 | |a The paper deals with the estimation problem of the actuarial present value of the deferred life annuity. The nonpara-metric estimator of the deferred life annuity was constructed. We found the principal term of the asymptotic mean squared error (MSE) of the proposed estimator and proved its asymptotic normality. The simulations show that the empirical MSE of the annuity estimator decreases when the sample size increases. | |
| 653 | |a непараметрическое оценивание | ||
| 653 | |a отсроченная пожизненная рента | ||
| 653 | |a среднеквадратическая ошибка | ||
| 653 | |a асимптотическая нормальность | ||
| 655 | 4 | |a статьи в журналах |9 879358 | |
| 700 | 1 | |a Koshkin, Gennady M. |9 103334 | |
| 773 | 0 | |t Вестник Томского государственного университета. Управление, вычислительная техника и информатика |d 2019 |g № 46. С. 49-55 |x 1998-8605 |w 0210-40860 | |
| 852 | 4 | |a RU-ToGU | |
| 856 | 4 | |u http://vital.lib.tsu.ru/vital/access/manager/Repository/vtls:000651573 | |
| 856 | |y Перейти в каталог НБ ТГУ |u https://koha.lib.tsu.ru/cgi-bin/koha/opac-detail.pl?biblionumber=450113 | ||
| 908 | |a статья | ||
| 999 | |c 450113 |d 450113 | ||