Stochastic comparison of aggregate claim amounts between two heterogeneous portfolios and its applications (Q2347113): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1016/j.insmatheco.2015.01.010 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1016/J.INSMATHECO.2015.01.010 / rank | |||
Normal rank | |||
Latest revision as of 03:09, 18 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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)
0 references
26 May 2015
0 references
aggregate claim amount
0 references
exponentiated Weibull distribution
0 references
Pareto distribution
0 references
multivariate chain majorization
0 references
usual multivariate stochastic order
0 references
proportional hazard rates model
0 references
0 references
0 references
