Insurance contracts portfolios with heterogeneous insured ages

DOI10.1016/j.insmatheco.2004.06.003zbMath1075.62094OpenAlexW1983215591MaRDI QIDQ1888900

Merav Dahan, Esther Frostig, Naftali A. Langberg

Publication date: 29 November 2004

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

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2004.06.003

zbMATH Keywords

MajorizationEndowment insuranceSchur-convex and concave functionsAging variabilityConvex and concave functionsForce of mortality functionWhole life insurance

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Related Items (2)

Optimal pricing for a heterogeneous portfolio for a given risk factor and convex distance measure ⋮ Heterogeneity and the need for capital in the individual model

Cites Work

• Analysis of heterogeneous endowment policies portfolios under fractional approximations.
• Insurance contracts portfolios with heterogenous parametric life distributions
• Life Insurance Policies with Statistical Heterogeneous Population
• Inequalities: theory of majorization and its applications

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