TY  - GEN
AU  - Dmitriev,Yury G.
AU  - Koshkin,Gennady M.
TI  - Estimation of present value of deffered life annuity using information about expectation of life
KW  - непараметрическая оценка
KW  - среднеквадратичная ошибка
KW  - асимптотическая нормальность
KW  - отложенная пожизненная рента
KW  - статьи в сборниках
N1  - Библиогр.: 7 назв
N2  - The paper deals with the estimation problem of the actuarial present value
of the continuous deffered life annuity using auxiliary information about the
 expectation of life. Nonparametric estimators of life annuity are constructed
 by individuals' death moments. It is shown that the usage of such auxiliary
 information can often provide the mean squared error (MSE) smaller than that
 of standard estimators. An adaptive estimator is also proposed. The asymptotic
 normality of all these estimators is proved
UR  - http://vital.lib.tsu.ru/vital/access/manager/Repository/vtls:000790756
ER  -