Centro de Documentacion de Fundación MAPFRE - Stochastic analysis of duplicates in life insurance portfolios

Publication: Louvain-La-Nouve : Institut de Statistique, 2000Physical description: 9 p. ; 24 cm.Series: (Discussion paper ; 4)Notes: Sumario: The aim of this short note is investigate the impact of duplicates in a life insurance portfolio by means of the supermodular order. Most classical results involving the variances are generalized using the stop-loss order.Materia / lugar / evento: Matemática del seguro Seguro de vida Control estocástico Otros autores: Institut de Statistique
Secondary series: IZA Discussion paper ; 4 Other categories: 6