Life insurance in a portfolio context

DOI10.1016/0167-6687(83)90009-4zbMATH Open0513.62099OpenAlexW2070611899MaRDI QIDQ1050737FDOQ1050737

Authors: Stephen A. Buser, Michael L. Smith 

Publication date: 1983

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6687(83)90009-4

zbMATH Keywords

portfolio theorymean-variance modellife insuranceexpected value of wage claimoptimal amount of insurancerisk/return characteristics

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cites Work

• The Pareto-optimal design of term life insurance contracts
• Stochastic ordering of risk/insurance exchanges

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