Additive estimation of survival function and its application in actuarial mathematics

MaRDI QIDQ2719538zbMATH OpenFDO

Authors V. N. Baskakov

Publication date 25 June 2001

Published in Vestnik Moskovskogo Gosudarstvennogo Tekhnicheskogo Universiteta Imeni N. È. Baumana. Seriya Estestvennye Nauki (Search for Journal in Brave)

zbMATH Keywords

actuarial mathematicssurvival function

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Stochastic models in economics (91B70) Mathematical geography and demography (91D20)

Review text

For the survival function used in actuarial mathematics the author proposes a new class of additive estimations. These estimations generalize the estimate of maximal probability. Their asymptotic equivalence is proved. Presented is the numerical example of constructing the table of length of human life.

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Cited in

(6)

• A reappraisal of the principle underlying the conventional actuarial estimator of \(q_ x\)
• Nonparametric estimation of actuarial values
• scientific article; zbMATH DE number 1139832 (Why is no real title available?)
• scientific article; zbMATH DE number 2058887 (Why is no real title available?)
• Estimating the Population Survival Function Using Additional Information Recorded Over Time: a Filter Based Approach
• Survival function model based on life table on the credibility space

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