Ruin probabilities and optimal capital allocation for heterogeneous life annuity portfolios (Q3077743): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ruin probabilities and optimal capital allocation for heterogeneous life annuity portfolios |
scientific article |
Statements
Ruin probabilities and optimal capital allocation for heterogeneous life annuity portfolios (English)
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22 February 2011
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life insurance
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aggregate claim
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recursive formulas
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