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On the accumulated aggregate surplus of a life portfolio

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  • Hurlimann, Werner

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  • Hurlimann, Werner, 2002. "On the accumulated aggregate surplus of a life portfolio," Insurance: Mathematics and Economics, Elsevier, vol. 30(1), pages 27-35, February.
    • Handle: RePEc:eee:insuma:v:30:y:2002:i:1:p:27-35
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    References listed on IDEAS

    as
    1. Dhaene, Jan & Denuit, Michel, 1999. "The safest dependence structure among risks," Insurance: Mathematics and Economics, Elsevier, vol. 25(1), pages 11-21, September.
    2. repec:cup:astinb:v:19:y:1989:i:01:p:9-24_00 is not listed on IDEAS
    3. C.M. Dickson, David & Waters, Howard R., 1999. "Multi-Period Aggregate Loss Distributions for a Life Portfolio," ASTIN Bulletin, Cambridge University Press, vol. 29(2), pages 295-309, November.
    4. repec:cup:astinb:v:16:y:1986:i:02:p:109-112_00 is not listed on IDEAS
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    Cited by:

    1. Huang, Hong-Chih & Lee, Yung-Tsung, 2010. "Optimal asset allocation for a general portfolio of life insurance policies," Insurance: Mathematics and Economics, Elsevier, vol. 46(2), pages 271-280, April.
    2. Huang, Hong-Chih & Lee, Yung-Tsung, 2020. "A study of the differences among representative investment strategies," International Review of Economics & Finance, Elsevier, vol. 68(C), pages 131-149.
    3. Bilel Jarraya & Abdelfettah Bouri, 2013. "A Theoretical Assessment on Optimal Asset Allocations in Insurance Industry," International Journal of Finance & Banking Studies, Center for the Strategic Studies in Business and Finance, vol. 2(4), pages 30-44, October.

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