Insurance contracts portfolios with heterogenous parametric life distributions

DOI10.1080/03461230410020383zbMath1144.91024OpenAlexW2030383400MaRDI QIDQ3440869

Naftali A. Langberg, Merav Dahan, Esther Frostig

Publication date: 29 May 2007

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461230410020383

zbMATH Keywords

distribution functionforce of mortalitywhole life insuranceendowment insuranceannual premium, death benefitSchur convex and concave functions

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Related Items (4)

Insurance contracts portfolios with heterogeneous insured ages ⋮ Optimal pricing for a heterogeneous portfolio for a given risk factor and convex distance measure ⋮ Association and heterogeneity of insured lifetimes in the Lee–Carter framework ⋮ Heterogeneity and the need for capital in the individual model

Cites Work

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

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