Stochastic comparisons of largest claim amounts from heterogeneous portfolios

DOI10.1111/STAN.12296zbMath1525.91160OpenAlexW4366583137MaRDI QIDQ6089515

Pradip Kundu, Unnamed Author, Amarjit Kundu

Publication date: 15 December 2023

Published in: Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/stan.12296

zbMATH Keywords

stochastic orderingmajorizationSchur-convexlargest claim amountMarshall-Olkin family of distributions

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Portfolio theory (91G10)

Related Items (1)

Ordering properties of parallel and series systems with a general lifetime family of distributions for independent components under random shocks

Cites Work

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