Credibility using semiparametric models and a loss function with a constancy penalty
Year of publication: |
2000
|
---|---|
Authors: | Young, Virginia R. |
Published in: |
Insurance: Mathematics and Economics. - Elsevier, ISSN 0167-6687. - Vol. 26.2000, 2-3, p. 151-156
|
Publisher: |
Elsevier |
Saved in:
Online Resource
Saved in favorites
Similar items by person
-
Minimizing the probability of lifetime ruin under borrowing constraints
Bayraktar, Erhan, (2007)
-
Hedging life insurance with pure endowments
Bayraktar, Erhan, (2007)
-
Maximizing utility of consumption subject to a constraint on the probability of lifetime ruin
Bayraktar, Erhan, (2008)
- More ...