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Ordering ruin probabilities for dependent claim streams

Frostig, Esther - In: Insurance: Mathematics and Economics 32 (2003) 1, pp. 93-114

Persistent link: https://www.econbiz.de/10005374920

Monotonicity results for portfolios with heterogeneous claims arrival processes

Frostig, Esther; Denuit, Michel - In: Insurance: Mathematics and Economics 38 (2006) 3, pp. 484-494

Persistent link: https://www.econbiz.de/10005374925

A comparison between homogeneous and heterogeneous portfolios

Frostig, Esther - In: Insurance: Mathematics and Economics 29 (2001) 1, pp. 59-71

Persistent link: https://www.econbiz.de/10005374935

The expected time to ruin in a risk process with constant barrier via martingales

Frostig, Esther - In: Insurance: Mathematics and Economics 37 (2005) 2, pp. 216-228

Persistent link: https://www.econbiz.de/10005375142

Properties of the power family of fractional age approximations

Frostig, Esther - In: Insurance: Mathematics and Economics 33 (2003) 1, pp. 163-171

Persistent link: https://www.econbiz.de/10005375214

Comparison of portfolios which depend on multivariate Bernoulli random variables with fixed marginals

Frostig, Esther - In: Insurance: Mathematics and Economics 29 (2001) 3, pp. 319-332

Persistent link: https://www.econbiz.de/10005375402

Analysis of heterogeneous endowment policies portfolios under fractional approximations

Dahan, Merav; Frostig, Esther; Langberg, Naftali A. - In: Insurance: Mathematics and Economics 33 (2003) 3, pp. 567-584

Persistent link: https://www.econbiz.de/10005375517

Insurance contracts portfolios with heterogenous insured ages

Dahan, Merav; Frostig, Esther; Langberg, Naftali A. - In: Insurance: Mathematics and Economics 35 (2004) 1, pp. 137-153

Persistent link: https://www.econbiz.de/10005380696

Optimal pricing for a heterogeneous portfolio for a given risk factor and convex distance measure

Frostig, Esther; Zaks, Yaniv; Levikson, Benny - In: Insurance: Mathematics and Economics 40 (2007) 3, pp. 459-467

Persistent link: https://www.econbiz.de/10005380754

First-Order Mortality Basis for Life Annuities

Denuit, Michel; Frostig, Esther - In: The Geneva Risk and Insurance Review 33 (2008) 2, pp. 75-89

Mortality improvements pose a challenge for the life annuity business. For the management of such portfolios, it is important to forecast future mortality rates. Standard models for mortality forecasting assume that the force of mortality at age x in calendar year t is of the form exp, where the...

Persistent link: https://www.econbiz.de/10005142387