Optimal pricing for a heterogeneous portfolio for a given risk factor and convex distance measure
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Publication:882470
DOI10.1016/j.insmatheco.2006.07.001zbMath1183.91164OpenAlexW2073913438MaRDI QIDQ882470
Benny Levikson, Yaniv Zaks, Esther Frostig
Publication date: 23 May 2007
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2006.07.001
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