Analysis of heterogeneous endowment policies portfolios under fractional approximations.

DOI10.1016/j.insmatheco.2003.08.001zbMath1103.91360OpenAlexW2052448023MaRDI QIDQ1423341

Merav Dahan, Naftali A. Langberg, Esther Frostig

Publication date: 14 February 2004

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

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2003.08.001

zbMATH Keywords

MonotonicityBoundsMajorizationPower approximationEndowment insuranceLinear mortality approximationSchur-convex and concave functions

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Characterization and structure theory of statistical distributions (62E10) Approximations to statistical distributions (nonasymptotic) (62E17)

Related Items (5)

Insurance contracts portfolios with heterogeneous insured ages ⋮ Optimal pricing for a heterogeneous portfolio for a given risk factor and convex distance measure ⋮ Actuarial applications of the linear hazard transform in life contingencies ⋮ Heterogeneity and the need for capital in the individual model ⋮ Insurance contracts portfolios with heterogenous parametric life distributions

Cites Work

• Majorization and the Lorenz order: a brief introduction
• A critique of fractional age assumptions.
• Life Insurance Policies with Statistical Heterogeneous Population
• Inequalities: theory of majorization and its applications
• A family of fractional age assumptions
• Unnamed Item

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