Convex order approximations in the case of cash flows of mixed signs
Year of publication: |
2012
|
---|---|
Authors: | Dhaene, Jan ; Goovaerts, Marc ; Vanmaele, Michèle ; Van Weert, Koen |
Published in: |
Insurance: Mathematics and Economics. - Elsevier, ISSN 0167-6687. - Vol. 51.2012, 2, p. 249-256
|
Publisher: |
Elsevier |
Subject: | Convex order approximations | Comonotonicity | Cash flows of mixed signs | Terminal wealth | Provisioning |
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