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• W2025671635 abstract "Under certain assumptions on the dependence structure of the residual lives of the insured (i.e. their independence, positive association, or negative association), in this paper we establish some laws of large numbers for the convex upper bounds, derived by the technique of comonotonicity, of the present value function of a homogeneous portfolio composed of the whole-life insurance policies." @default.
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• W2025671635 date "2006-12-01" @default.
• W2025671635 modified "2023-09-27" @default.
• W2025671635 title "Some limiting properties of the bounds of the present value function of a life insurance portfolio" @default.
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• W2025671635 doi "https://doi.org/10.1239/jap/1165505214" @default.
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