Stochastic comparisons of the smallest and largest claim amounts with location-scale claim severities

DOI10.1016/J.INSMATHECO.2020.05.007zbMath1447.91127OpenAlexW3035616080MaRDI QIDQ784456

Abbas Akrami, Ghobad Barmalzan, Narayanaswamy Balakrishnan

Publication date: 3 August 2020

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2020.05.007

zbMATH Keywords

stochastic orderssmallest claim amountlocation-scale modelArchimedean survival copulachain majorization orderlargest claim amountrow majorization

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Actuarial mathematics (91G05)

Related Items (5)

Ordering results for smallest claim amounts from two portfolios of risks with dependent heterogeneous exponentiated location-scale claims ⋮ Ordering fail-safe systems having dependent components with Archimedean copula and exponentiated location-scale distributions ⋮ Stochastic comparisons of second-order statistics from dependent and heterogenous modified proportional hazard rate observations ⋮ Stochastic comparisons on extremes of burr type XII samples associated with Archimedean copula and heterogeneous shape parameters ⋮ Ordering results on extremes of inverse Kumaraswamy random samples

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