Stochastic analysis of duplicates in life insurance portfolios

DOI10.1007/BF02808841zbMath1320.91067MaRDI QIDQ5422748

Michel M. Denuit

Publication date: 30 October 2007

Published in: Blätter der DGVFM (Search for Journal in Brave)

zbMATH Keywords

life insurancesupermodular orderstop-loss orderduplicates

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cites Work

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• Modeling and Comparing Dependencies in Multivariate Risk Portfolios
• MR/GI/1 queues by positively correlated arrival stream

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