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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.