Analysis of heterogeneous endowment policies portfolios under fractional approximations

Author:

Dahan Merav,Frostig Esther,Langberg Naftali A.

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Reference8 articles.

1. Arnold, B.C., 1987. Lecture Notes in Statistics. Springer, Berlin.

2. Bowers, N.L., Gerber, H.U., Hickman, J.C., Jones, D.A., Nesbit, C.J., 1986. Actuarial Mathematics. The Society of Actuaries, Itasca, IL.

3. Comparison for life insurance policies with heterogeneous population;Dahan;Scandinavian Actuarial Journal,2002

4. Jones, B.L., Mereu, J.A., 2000. A family of fractional age assumptions. Insurance: Mathematics and Economics 27.

5. Jones, B.L., Mereu, J.A., 2002. A critique of fractional age assumptions. Insurance: Mathematics and Economics 30.

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4. Heterogeneity and the need for capital in the individual model;Scandinavian Actuarial Journal;2006-01

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