Estimation of the present values of net premiums and life annuities for the different actuarial models
The paper deals with the estimation problem of the actuarial present values of the continuous individual net premiums and connected with these characteristics life annuities. We considered the following actuarial models: the whole life insurance, n-year term life insurance, q-year deferred life in...
| Published in: | Applied methods of statistical analysis. Statistical computation and simulation : proceedings of the international workshop, 18-20 September 2019 P. 30-46 |
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| Main Author: | |
| Other Authors: | , |
| Format: | Book Chapter |
| Language: | English |
| Subjects: | |
| Online Access: | http://vital.lib.tsu.ru/vital/access/manager/Repository/vtls:000790755 Перейти в каталог НБ ТГУ |
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| 100 | 1 | |a Dmitriev, Yury G. |9 105493 | |
| 245 | 1 | 0 | |a Estimation of the present values of net premiums and life annuities for the different actuarial models |c Y. G. Dmitriev, O. V. Gubina, G. M. Koshkin |
| 336 | |a Текст | ||
| 337 | |a электронный | ||
| 504 | |a Библиогр.: 44 назв. | ||
| 520 | 3 | |a The paper deals with the estimation problem of the actuarial present values of the continuous individual net premiums and connected with these characteristics life annuities. We considered the following actuarial models: the whole life insurance, n-year term life insurance, q-year deferred life insurance, and n-year endowment life insurance. We synthesize nonparametric estimators of net premiums and life annuities for these statuses. The main parts of the asymptotic mean square errors of the estimators and their limit distributions are found. The simulations show that the empirical mean square errors of estimators decrease when the sample size increases. Also, when the model distribution is changed, the nonparametric estimators are more adaptable in comparison with parametric estimators, oriented on the best results only for the given distributions. | |
| 653 | |a непараметрическая оценка | ||
| 653 | |a аннуитет | ||
| 653 | |a асимптотическая нормальность | ||
| 653 | |a среднеквадратичная ошибка | ||
| 655 | 4 | |a статьи в сборниках |9 879352 | |
| 700 | 1 | |a Gubina, Oxana V. |9 183189 | |
| 700 | 1 | |a Koshkin, Gennady M. |9 103334 | |
| 773 | 0 | |t Applied methods of statistical analysis. Statistical computation and simulation : proceedings of the international workshop, 18-20 September 2019 |d Novosibirsk, 2019 |g P. 30-46 | |
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