Estimation of the present value of m-year term life annuity using information on average of life

The paper deals with the problem of estimating the actuarial present value of a continuous - year term life annuity using auxiliary information on average of life. Note that insurance companies often offer their clients to conclude contracts of - year annuities. Nonparametric estimators of life annu...

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Bibliographic Details
Published in:Международная научная конференция "Робастная статистика и финансовая математика - 2020" (15-16 декабря 2020 г.) : сборник статей С. 23-31
Main Author: Dmitriev, Yury G.
Other Authors: Koshkin, Gennady M.
Format: Book Chapter
Language:English
Subjects:
Online Access:http://vital.lib.tsu.ru/vital/access/manager/Repository/koha:000927193
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