Additive estimation of survival function and its application in actuarial mathematics
Authors: Baskakov V.N. | Published: 31.03.2015 |
Published in issue: #1(2)/1999 | |
DOI: | |
Category: Mathematics and Mechanics | |
Keywords: |
Survival function is widely used in actuarial mathematics for calculations connected with the problems of life insurance. The class of additive valuation functions is proposed generalising estimation of maximum believability. Asymptotic equivalency of these estimation is proved. A numerical example of the lifetime table construction is analysed.