Life insurance in a portfolio context

DOI10.1016/0167-6687(83)90009-4MaRDI QIDQ1050737zbMATH OpenOpenAlexFDO

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

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

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