Stochastic Analysis of Duplicates in Life Insurance Portfolios
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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|Date of creation:||2000|
|Date of revision:|
|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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