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Stochastic analysis of duplicates in life insurance portfolios

Recurso electrónico / electronic resource
MAP20070033636
Denuit, Michel
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. Título.