Analysis of heterogeneous endowment policies portfolios under fractional approximations.
type: Item
instance of: scholarly article
title: Analysis of heterogeneous endowment policies portfolios under fractional approximations.
zbMATH Open document ID: 1103.91360
author: Merav Dahan
author: Esther Frostig
author: Naftali A. Langberg
published in: Insurance Mathematics \& Economics
publication date: 2004-02-14T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 62E10
Mathematics Subject Classification ID: 62E17
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 2041759
zbMATH Keywords: Majorization
zbMATH Keywords: Schur-convex and concave functions
zbMATH Keywords: Endowment insurance
zbMATH Keywords: Power approximation
zbMATH Keywords: Linear mortality approximation
zbMATH Keywords: Bounds
zbMATH Keywords: Monotonicity
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2003.08.001
OpenAlex ID: W2052448023
cites work: Majorization and the Lorenz order: a brief introduction
cites work: Q3773148
cites work: Life Insurance Policies with Statistical Heterogeneous Population
cites work: A family of fractional age assumptions
cites work: A critique of fractional age assumptions.
cites work: Inequalities: theory of majorization and its applications
DOI: 10.1016/J.INSMATHECO.2003.08.001
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description: scientific article; zbMATH DE number 2041759