On estimation of net premium in collective life lnsurance
Ya.N. Lopukhin, Г. М. Кошкин · 2005
Nonparametric estimates of net premiums in col- lective models of insurance are proposed. The asymptotic normality and the mean square conver- gence of the proposed estimates are proved. The main parts of asymptotic mean square errors of net premiums estimates are found. Simulation results show that the nonparametric estimates are just as good in practice.