Ruin probabilities and optimal capital allocation for heterogeneous life annuity portfolios (Q3077743): Difference between revisions

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+Esther Frostig
@@ Property / author: Esther Frostig / rank @@
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+Michel M. Denuit
@@ Property / author: Michel M. Denuit / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1080/03461230902753507
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+W2151044110
@@ Property / OpenAlex ID: W2151044110 / rank @@
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@@ Property / cites work @@
+Recursions for the individual model
@@ Property / cites work: Recursions for the individual model / rank @@
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@@ Property / cites work @@
+Generalized Life Insurance: Ruin Probabilities
@@ Property / cites work: Generalized Life Insurance: Ruin Probabilities / rank @@
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@@ Property / cites work @@
+Inequalities: theory of majorization and its applications
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@@ Property / cites work @@
+Optimal Pricing of a Heterogeneous Portfolio for a Given Risk Level
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