Pricing a heterogeneous portfolio based on a demand function

DOI10.1080/10920277.2008.10597500MaRDI QIDQ5022524zbMATH OpenOpenAlexFDO

Authors Yaniv Zaks, Esther Frostig, Benny Levikson

Publication date 19 January 2022

Published in North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10920277.2008.10597500

Mathematics Subject Classification ID

Actuarial mathematics (91G05) Portfolio theory (91G10)

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Cites work

• scientific article; zbMATH DE number 4032883 (Why is no real title available?)
• scientific article; zbMATH DE number 3063670 (Why is no real title available?)
• Optimal pricing for a heterogeneous portfolio for a given risk factor and convex distance measure
• Optimal Pricing of a Heterogeneous Portfolio for a Given Risk Level
• Pricing insurance contracts -- an economic viewpoint

Cited in

(4)

• On the Optimal Pricing of a Heterogeneous Portfolio
• Optimal Pricing of a Heterogeneous Portfolio for a Given Risk Level
• Stock Market Portfolios and the Segmentation of the Insurance Market
• Optimal pricing for a heterogeneous portfolio for a given risk factor and convex distance measure

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