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Macro-economic version of a classical formula in risk theory
Boogaert, P. - In: Insurance / Mathematics & economics 9 (1990) 2, pp. 155-162
Persistent link: https://www.econbiz.de/10001104196
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Redistribution of longevity risk : the effect of heterogeneous mortality beliefs
Boonen, Tim J.; De Waegenaere, Anja; Norde, Henk - In: Insurance / Mathematics & economics 72 (2017), pp. 175-188
Persistent link: https://www.econbiz.de/10011694430
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Excess based allocation of risk capital
Gulick, Gerwald van; De Waegenaere, Anja; Norde, Henk - In: Insurance / Mathematics & economics 50 (2012) 1, pp. 26-42
Persistent link: https://www.econbiz.de/10009501704