The delta-method for actuarial statistics

Christian Hipp

Scandinavian Actuarial Journal, 1996, vol. 1996, issue 1, 79-94

Abstract: Asymptotic normality of nonparametric estimators is derived using the delta-method and Pollard's Central Limit Theorem for the empirical process indexed by a class of functions. The results are applied to estimation problems in actuarial mathematics.

Date: 1996
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DOI: 10.1080/03461238.1996.10413965

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