Stochastic analysis of duplicates in life insurance portfolios
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Tag | 1 | 2 | Valor |
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LDR | 00000cam a2200000 i 4500 | ||
001 | MAP20070033636 | ||
003 | MAP | ||
005 | 20090422154809.0 | ||
008 | 000517s2000 bel 000|0eng | ||
040 | $aMAP$bspa$dMAP | ||
084 | $a6 | ||
100 | 1 | $0MAPA20080096434$aDenuit, Michel | |
245 | 1 | 0 | $aStochastic analysis of duplicates in life insurance portfolios$cMichel Denuit |
260 | $aLouvain-La-Nouve$bInstitut de Statistique$c2000 | ||
300 | $a9 p.$c24 cm. | ||
490 | 1 | $aDiscussion paper$v4 | |
520 | $aThe 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. | ||
650 | 1 | 1 | $0MAPA20080602437$aMatemática del seguro |
650 | 1 | 1 | $0MAPA20080570590$aSeguro de vida |
650 | 1 | 1 | $0MAPA20080589875$aControl estocástico |
710 | 2 | $0MAPA20080446406$aInstitut de Statistique | |
830 | 0 | $0MAPA20080509613$v4$aIZA Discussion paper |