On the optimal product mix in life insurance companies using conditional value at risk
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Publication:659215
DOI10.1016/J.INSMATHECO.2009.10.006zbMath1231.91244OpenAlexW2152662609MaRDI QIDQ659215
Larry Y. Tzeng, Jennifer L. Wang, Jeffrey Tzuhao Tsai
Publication date: 10 February 2012
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2009.10.006
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Cites Work
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- Coherent Measures of Risk
- Pricing Death: Frameworks for the Valuation and Securitization of Mortality Risk
- Natural Hedging of Life and Annuity Mortality Risks
- A discussion of parameter and model uncertainty in insurance
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