Stochastic analysis of duplicates in life insurance portfolios
<?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://www.loc.gov/MARC21/slim http://www.loc.gov/standards/marcxml/schema/MARC21slim.xsd">
<record>
<leader>00000cam a2200000 i 4500</leader>
<controlfield tag="001">MAP20070033636</controlfield>
<controlfield tag="003">MAP</controlfield>
<controlfield tag="005">20090422154809.0</controlfield>
<controlfield tag="008">000517s2000 bel 000|0eng </controlfield>
<datafield tag="040" ind1=" " ind2=" ">
<subfield code="a">MAP</subfield>
<subfield code="b">spa</subfield>
<subfield code="d">MAP</subfield>
</datafield>
<datafield tag="084" ind1=" " ind2=" ">
<subfield code="a">6</subfield>
</datafield>
<datafield tag="100" ind1="1" ind2=" ">
<subfield code="0">MAPA20080096434</subfield>
<subfield code="a">Denuit, Michel</subfield>
</datafield>
<datafield tag="245" ind1="1" ind2="0">
<subfield code="a">Stochastic analysis of duplicates in life insurance portfolios</subfield>
<subfield code="c">Michel Denuit</subfield>
</datafield>
<datafield tag="260" ind1=" " ind2=" ">
<subfield code="a">Louvain-La-Nouve</subfield>
<subfield code="b">Institut de Statistique</subfield>
<subfield code="c">2000</subfield>
</datafield>
<datafield tag="300" ind1=" " ind2=" ">
<subfield code="a">9 p.</subfield>
<subfield code="c">24 cm.</subfield>
</datafield>
<datafield tag="490" ind1="1" ind2=" ">
<subfield code="a">Discussion paper</subfield>
<subfield code="v">4</subfield>
</datafield>
<datafield tag="520" ind1=" " ind2=" ">
<subfield code="a">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.</subfield>
</datafield>
<datafield tag="650" ind1="1" ind2="1">
<subfield code="0">MAPA20080602437</subfield>
<subfield code="a">Matemática del seguro</subfield>
</datafield>
<datafield tag="650" ind1="1" ind2="1">
<subfield code="0">MAPA20080570590</subfield>
<subfield code="a">Seguro de vida</subfield>
</datafield>
<datafield tag="650" ind1="1" ind2="1">
<subfield code="0">MAPA20080589875</subfield>
<subfield code="a">Control estocástico</subfield>
</datafield>
<datafield tag="710" ind1="2" ind2=" ">
<subfield code="0">MAPA20080446406</subfield>
<subfield code="a">Institut de Statistique</subfield>
</datafield>
<datafield tag="830" ind1=" " ind2="0">
<subfield code="0">MAPA20080509613</subfield>
<subfield code="v">4</subfield>
<subfield code="a">IZA Discussion paper</subfield>
</datafield>
</record>
</collection>