Stochastic comparison of aggregate claim amounts between two heterogeneous portfolios and its applications (Q2347113)

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Stochastic comparison of aggregate claim amounts between two heterogeneous portfolios and its applications
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    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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