Nonparametric estimation of actuarial present value of deferred life annuity

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DOI Доступ к ресурсу на сайте издателя			10.17223/19988605/46/6

Title: Nonparametric estimation of actuarial present value of deferred life annuity
Title: Непараметрическое оценивание актуарной современной стоимости отсроченной ренты
Creator: Gubina, Oxana V.
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Koshkin, Gennady M.
Date: 2019
DOI: 10.17223/19988605/46/6
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 principal term of the asymptotic mean squared error (MSE) of the proposed estimator and proved its asymptotic normality. The simulations show that the empirical MSE of the annuity estimator decreases when the sample size increases.