Authors: Dmitriev, Yury G. | Koshkin, Gennady M.

Source: Международная научная конференция "Робастная статистика и финансовая математика – 2020" (15-16 декабря 2020 г.) : сборник статей. Томск, 2021. С. 23-31

Type: статьи в сборниках

Date: 2021

Description: 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 ... More

Authors: Gubina, Oxana V. | Koshkin, Gennady M.

Source: Вестник Томского государственного университета. Управление, вычислительная техника и информатика. 2019. № 46. С. 49-55

Type: статьи в журналах

Date: 2019

Description: The paper deals with the estimation problem of the actuarial present value of the deferred life annuity. The nonpara-metric estimator of the deferred life annuity was constructed. We found the princip ... More

Authors: Dmitriev, Yury G. | Koshkin, Gennady M.

Source: Вестник Томского государственного университета. Управление, вычислительная техника и информатика. 2018. № 45. С. 22-29

Type: статьи в журналах

Date: 2018

Description: The paper deals with the estimation problem of the actuarial present value of the continuous whole life annuity using auxiliary information about the expectation of life. Nonparametric estimators of l ... More

Authors: Koshkin, Gennady M. | Lukov, Vadim Yu. | Piven, Iosif G.

Source: Second international symposium on stochastic models in reliability engineering, life science and operations management (SMRLO 2016), 15-18 february 2016, Beer Sheva, Israel : proceedings. [S. l.], 2016. P. 620-623

Type: статьи в сборниках

Date: 2016