Stochastic Analysis of Duplicates in Life Insurance Portfolios

M. Denuit

Working Papers from Catholique de Louvain - Institut de statistique

Abstract: The aim of this short note is to 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-less order.

Keywords: ECONOMETRICS; RISK; INSURANCE (search for similar items in EconPapers)
JEL-codes: C00 D81 G22 (search for similar items in EconPapers)
Pages: 9 pages
Date: 2000
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Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:fth:louvis:0004

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