Stochastic analysis of duplicates in life insurance portfolios

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<title>Stochastic analysis of duplicates in life insurance portfolios</title>
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<namePart>Denuit, Michel</namePart>
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<publisher>Institut de Statistique</publisher>
<dateIssued>2000</dateIssued>
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<abstract displayLabel="Summary">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.</abstract>
<note type="statement of responsibility">Michel Denuit</note>
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<topic>Matemática del seguro</topic>
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<topic>Seguro de vida</topic>
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<topic>Control estocástico</topic>
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<title>IZA Discussion paper</title>
<partNumber>4</partNumber>
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