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

MAP20070033636

Stochastic analysis of duplicates in life insurance portfolios / Michel Denuit. — Louvain-La-Nouve : Institut de Statistique, 2000

9 p. ; 24 cm. . — (Discussion paper ; 4)

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

1. Matemática del seguro . 2. Seguro de vida . 3. Control estocástico . I. Institut de Statistique . II. IZA Discussion paper ; 4 . III. Title.