Stochastic comparison of aggregate claim amounts between two heterogeneous portfolios and its applications (Q2347113): Difference between revisions
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Revision as of 19:00, 19 March 2024
scientific article
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English | Stochastic comparison of aggregate claim amounts between two heterogeneous portfolios and its applications |
scientific article |
Statements
Stochastic comparison of aggregate claim amounts between two heterogeneous portfolios and its applications (English)
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26 May 2015
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aggregate claim amount
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exponentiated Weibull distribution
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Pareto distribution
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multivariate chain majorization
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usual multivariate stochastic order
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proportional hazard rates model
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