Nonparametric estimation of actuarial values

DOI10.1080/03461238.1991.10413887zbMath0765.62097OpenAlexW2140936362MaRDI QIDQ4034590

Jens Thomas Præstgaard

Publication date: 16 May 1993

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461238.1991.10413887

zbMATH Keywords

Markov chainssurvival analysisHadamard differentiabilitydelta methodlife insurancelarge sample propertieslife history datadisability annuitynonparametric actuarial value estimatorsterm insurance contract

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Nonparametric estimation (62G05)

Related Items (1)

The delta-method for actuarial statistics

Cites Work

• Unnamed Item
• Unnamed Item
• Statistical analysis of counting processes
• Some asymptotic theory for the bootstrap
• Nonparametric inference for a family of counting processes
• Bootstrap methods: another look at the jackknife
• A survey of product-integration with a view toward application in survival analysis
• Life insurance for insulin-dependent diabetics
• Statistical models based on counting processes

This page was built for publication: Nonparametric estimation of actuarial values