Ordering results for individual risk model with dependent Location-Scale claim severities (Q5085622): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
Property / cites work
 
Property / cites work: Stochastic comparison of aggregate claim amounts between two heterogeneous portfolios and its applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic orders in partition and random testing of software / rank
 
Normal rank
Property / cites work
 
Property / cites work: The stochastic precedence ordering with applications in sampling and testing / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust fitting of claim severity distributions and the method of trimmed moments / rank
 
Normal rank
Property / cites work
 
Property / cites work: Some new notions of dependence with applications in optimal allocation problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Notions of multivariate dependence and their applications in optimal portfolio selections with dependent risks / rank
 
Normal rank
Property / cites work
 
Property / cites work: Heterogeneity and the need for capital in the individual model / rank
 
Normal rank
Property / cites work
 
Property / cites work: The safest dependence structure among risks. / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the dependency of risks in the individual life model / rank
 
Normal rank
Property / cites work
 
Property / cites work: A comparison between homogeneous and heterogeneous portfolios. / rank
 
Normal rank
Property / cites work
 
Property / cites work: On risk dependence and mrl ordering / rank
 
Normal rank
Property / cites work
 
Property / cites work: A note on multivariate stochastic comparisons of Bernoulli random variables / rank
 
Normal rank
Property / cites work
 
Property / cites work: On dependence of risks and stop-loss premiums / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic orders of scalar products with applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Generalized convex inequalities / rank
 
Normal rank
Property / cites work
 
Property / cites work: On stochastic comparison between aggregate claim amounts / rank
 
Normal rank
Property / cites work
 
Property / cites work: Sufficient conditions for ordering aggregate heterogeneous random claim amounts / rank
 
Normal rank
Property / cites work
 
Property / cites work: Permutation Monotone Functions of Random Vectors with Applications in Financial and Actuarial Risk Management / rank
 
Normal rank
Property / cites work
 
Property / cites work: Convex orders for linear combinations of random variables / rank
 
Normal rank
Property / cites work
 
Property / cites work: Inequalities: theory of majorization and its applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5679569 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic orders / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bivariate characterization of some stochastic order relations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4840371 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the Convolution of Heterogeneous Bernoulli Random Variables / rank
 
Normal rank
Property / cites work
 
Property / cites work: Functional characterizations of bivariate weak SAI with an application / rank
 
Normal rank
Property / cites work
 
Property / cites work: Ordering scalar products with applications in financial engineering and actuarial science / rank
 
Normal rank
Property / cites work
 
Property / cites work: Comparisons on aggregate risks from two sets of heterogeneous portfolios / rank
 
Normal rank
Property / cites work
 
Property / cites work: ON HETEROGENEITY IN THE INDIVIDUAL MODEL WITH BOTH DEPENDENT CLAIM OCCURRENCES AND SEVERITIES / rank
 
Normal rank

Revision as of 11:05, 29 July 2024

scientific article; zbMATH DE number 7549071
Language Label Description Also known as
English
Ordering results for individual risk model with dependent Location-Scale claim severities
scientific article; zbMATH DE number 7549071

    Statements

    Ordering results for individual risk model with dependent Location-Scale claim severities (English)
    0 references
    0 references
    0 references
    0 references
    27 June 2022
    0 references
    individual risk model
    0 references
    majorization
    0 references
    SAI
    0 references
    stop-loss order
    0 references
    usual stochastic order
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references