On the accumulated aggregate surplus of a life portfolio
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References listed on IDEAS
- C.M. Dickson, David & Waters, Howard R., 1999. "Multi-Period Aggregate Loss Distributions for a Life Portfolio," ASTIN Bulletin, Cambridge University Press, vol. 29(2), pages 295-309, November.
- Dhaene, Jan & Denuit, Michel, 1999. "The safest dependence structure among risks," Insurance: Mathematics and Economics, Elsevier, vol. 25(1), pages 11-21, September.
- De Pril, Nelson, 1986. "On the Exact Computation of the Aggregate Claims Distribution in the Individual Life Model," ASTIN Bulletin, Cambridge University Press, vol. 16(2), pages 109-112, November.
- De Pril, Nelson, 1989. "The Aggregate Claims Distribution in the Individual Model with Arbitrary Positive Claims," ASTIN Bulletin, Cambridge University Press, vol. 19(1), pages 9-24, April.
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Cited by:
- Bilel Jarraya & Abdelfettah Bouri, 2013.
"A Theoretical Assessment on Optimal Asset Allocations in Insurance Industry,"
International Journal of Finance & Banking Studies, Center for the Strategic Studies in Business and Finance, vol. 2(4), pages 30-44, October.
- Jarraya, Bilel & Bouri, Abdelfettah, 2013. "A Theoretical Assessment on Optimal Asset Allocations in Insurance Industry," MPRA Paper 53534, University Library of Munich, Germany, revised 2013.
- Huang, Hong-Chih & Lee, Yung-Tsung, 2010. "Optimal asset allocation for a general portfolio of life insurance policies," Insurance: Mathematics and Economics, Elsevier, vol. 46(2), pages 271-280, April.
- Huang, Hong-Chih & Lee, Yung-Tsung, 2020. "A study of the differences among representative investment strategies," International Review of Economics & Finance, Elsevier, vol. 68(C), pages 131-149.
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