Nonparametric estimation of net premium functionals for different statuses in collective life insurance G. M. Koshkin, Y. N. Lopukhin
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ArticleSubject(s): актуарная математика | коллективное страхование жизни | нетто-премии | непараметрическое оценивание функционалов | асимптотические свойства оценокGenre/Form: статьи в сборниках Online resources: Click here to access online
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Information Technologies and Mathematical Modelling : 13th International Scientific Conference, ITMM 2014, named after A. F. Terpugov, Anzhero-Sudzhensk, Russia, November 20-22, 2014 : proceedings P. 223-233Abstract: The nonparametric estimators of net premiums in collective models of insurance for the different statuses of collective life insurance are proposed. The asymptotic normality and mean square convergence of the proposed estimates are proved. The main parts of asymptotic mean square errors (MSEs) for estimators of net premiums are found. The results of simulations show that the nonparametric estimates are just as good in practice.
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The nonparametric estimators of net premiums in collective models of insurance for the different statuses of collective life insurance are proposed. The asymptotic normality and mean square convergence of the proposed estimates are proved. The main parts of asymptotic mean square errors (MSEs) for estimators of net premiums are found. The results of simulations show that the nonparametric estimates are just as good in practice.
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