TY  - GEN
AU  - Dmitriev,Yury G.
AU  - Gubina,Oxana V.
AU  - Koshkin,Gennady M.
TI  - Estimation of the present values of net premiums and life annuities for the different actuarial models
KW  - непараметрическая оценка
KW  - аннуитет
KW  - асимптотическая нормальность
KW  - среднеквадратичная ошибка
KW  - статьи в сборниках
N1  - Библиогр.: 44 назв
N2  - 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
UR  - http://vital.lib.tsu.ru/vital/access/manager/Repository/vtls:000790755
ER  -