First appeared in Two Dozen Dragon Eggs. Reprinted by Martin H. Greenberg, Terry Carr, Isaac Asimov, and Al Sarrantonio.
Rather odious wife- and child-beater and domestic tyrant makes a deal with the devil. His daughter ran away, his wife left him for his business partner (for shelter) and is about to get custody of their child. So he makes the deal to put both women in their places, plus he gets use of a new life after his has gone. He pays of asylum doctors to shock and generally mistreat his daughter.
*Spoiler* He's reincarnated only into past lives--this time as his daughter.
Clever plot. Title gives double play, literal and figurative.