Non-parametric estimators of scaled cash flows

Fuente: arXiv
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Main Authors: Bathke, T., Furrer, C.
Format: Preprint
Published: 2024
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author Bathke, T.
Furrer, C.
author_facet Bathke, T.
Furrer, C.
contents In multi-state life insurance, incidental policyholder behavior gives rise to expected cash flows that are not easily targeted by classic non-parametric estimators if data is subject to sampling effects. We introduce a scaled version of the classic Aalen--Johansen estimator that overcomes this challenge. Strong uniform consistency and asymptotic normality are established under entirely random right-censoring, subject to lax moment conditions on the multivariate counting process. In a simulation study, the estimator outperforms earlier proposals from the literature. Finally, we showcase the potential of the presented method to other areas of actuarial science.
format Preprint
id arxiv_https___arxiv_org_abs_2408_13176
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Non-parametric estimators of scaled cash flows
Bathke, T.
Furrer, C.
Statistics Theory
Methodology
In multi-state life insurance, incidental policyholder behavior gives rise to expected cash flows that are not easily targeted by classic non-parametric estimators if data is subject to sampling effects. We introduce a scaled version of the classic Aalen--Johansen estimator that overcomes this challenge. Strong uniform consistency and asymptotic normality are established under entirely random right-censoring, subject to lax moment conditions on the multivariate counting process. In a simulation study, the estimator outperforms earlier proposals from the literature. Finally, we showcase the potential of the presented method to other areas of actuarial science.
title Non-parametric estimators of scaled cash flows
topic Statistics Theory
Methodology
url https://arxiv.org/abs/2408.13176