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Analysis of heterogeneous endowment policies portfolios under fractional approximations

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  • Dahan, Merav
  • Frostig, Esther
  • Langberg, Naftali A.

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  • Dahan, Merav & Frostig, Esther & Langberg, Naftali A., 2003. "Analysis of heterogeneous endowment policies portfolios under fractional approximations," Insurance: Mathematics and Economics, Elsevier, vol. 33(3), pages 567-584, December.
    • Handle: RePEc:eee:insuma:v:33:y:2003:i:3:p:567-584
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    References listed on IDEAS

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    1. Jones, Bruce L. & Mereu, John A., 2000. "A family of fractional age assumptions," Insurance: Mathematics and Economics, Elsevier, vol. 27(2), pages 261-276, October.
    2. Jones, Bruce L. & Mereu, John A., 2002. "A critique of fractional age assumptions," Insurance: Mathematics and Economics, Elsevier, vol. 30(3), pages 363-370, June.
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    Cited by:

    1. Frostig, Esther & Zaks, Yaniv & Levikson, Benny, 2007. "Optimal pricing for a heterogeneous portfolio for a given risk factor and convex distance measure," Insurance: Mathematics and Economics, Elsevier, vol. 40(3), pages 459-467, May.
    2. Tsai, Cary Chi-Liang & Jiang, Lingzhi, 2011. "Actuarial applications of the linear hazard transform in life contingencies," Insurance: Mathematics and Economics, Elsevier, vol. 49(1), pages 70-80, July.
    3. Dahan, Merav & Frostig, Esther & Langberg, Naftali A., 2004. "Insurance contracts portfolios with heterogenous insured ages," Insurance: Mathematics and Economics, Elsevier, vol. 35(1), pages 137-153, August.

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