Ruin probabilities and optimal capital allocation for heterogeneous life annuity portfolios
| Year of publication: |
2009
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|---|---|
| Authors: | Frostig, Esther ; Denuit, Michel |
| Published in: |
Scandinavian actuarial journal : Actuarial Society of Finland ; Norwegian Society of Actuaries ; Swedish Society of Actuaries. - Basingstoke : Taylor & Francis, ISSN 0346-1238, ZDB-ID 1867532. - 2009, 4, p. 295-305
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