Ruin probabilities and optimal capital allocation for heterogeneous life annuity portfolios
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Publication:3077743
DOI10.1080/03461230902753507zbMath1224.91059OpenAlexW2151044110MaRDI QIDQ3077743
Esther Frostig, Michel M. Denuit
Publication date: 22 February 2011
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461230902753507
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