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pro vyhledávání: '"Oxana V. Gubina"'
Autor:
Oxana V. Gubina, Gennady M. Koshkin
Publikováno v:
Vestnik Tomskogo gosudarstvennogo universiteta. Upravlenie, vychislitel'naya tekhnika i informatika. :39-46
Autor:
Oxana V. Gubina, Gennady M. Koshkin
Publikováno v:
Вестник Томского государственного университета. Управление, вычислительная техника и информатика. 2019. № 46. С. 49-55
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)
Autor:
Gennady M. Koshkin, Oxana V. Gubina
Publikováno v:
2016 Second International Symposium on Stochastic Models in Reliability Engineering, Life Science and Operations Management (SMRLO).
The paper deals with the problem of estimating the actuarial present value of the continuous whole life and n-year term life annuities. We synthesize nonparametric estimators of these statuses of life annuity. The main parts of their asymptotic mean