A reappraisal of the principle underlying the conventional actuarial estimator of q_ x

DOI10.1016/0167-6687(95)00015-KMaRDI QIDQ1904993zbMATH OpenOpenAlexWikidataFDO

Authors Anthony S. Puzey

Publication date 6 May 1996

Published in Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-6687(95)00015-k

zbMATH Keywords

conventional actuarial estimatorexposed-to-riskmoney-weighted rate of returnmortality rateproduct limit estimatortime-weighted rate of return

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

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