Nonparametric estimation of actuarial values

DOI10.1080/03461238.1991.10413887MaRDI QIDQ4034590zbMATH OpenOpenAlexFDO

Authors Jens T. 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

delta methoddisability annuityHadamard differentiabilitylarge sample propertieslife history datalife insuranceMarkov chainsnonparametric actuarial value estimatorssurvival analysisterm insurance contract

Mathematics Subject Classification ID

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

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Cites work

• A survey of product-integration with a view toward application in survival analysis
• Bootstrap methods: another look at the jackknife
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• scientific article; zbMATH DE number 3226460 (Why is no real title available?)
• Life insurance for insulin-dependent diabetics
• Nonparametric inference for a family of counting processes
• Some asymptotic theory for the bootstrap
• Statistical analysis of counting processes
• Statistical models based on counting processes

Cited in

(2)

• A reappraisal of the principle underlying the conventional actuarial estimator of \(q_ x\)
• The delta-method for actuarial statistics

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