Optimal pricing for a heterogeneous portfolio for a given risk factor and convex distance measure
| Year of publication: |
2007
|
|---|---|
| Authors: | Frostig, Esther ; Zaks, Yaniv ; Levikson, Benny |
| Published in: |
Insurance: Mathematics and Economics. - Elsevier, ISSN 0167-6687. - Vol. 40.2007, 3, p. 459-467
|
| Publisher: |
Elsevier |