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.
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Paper provided by Catholique de Louvain - Institut de statistique in its series Papers with number
0004.
Length: 9 pages Date of creation: 2000 Date of revision: Handle: RePEc:fth:louvis:0004
Contact details of provider: Postal: Universite Catholique de Louvain, Institut de Statistique, Voie du Roman Pays, 34 B-1348 Louvain- La-Neuve, Belgique.
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Find related papers by JEL classification: C00 - Mathematical and Quantitative Methods - - General - - - General G22 - Financial Economics - - Financial Institutions and Services - - - Insurance; Insurance Companies D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
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