Stochastic comparison of aggregate claim amounts between two heterogeneous portfolios and its applications (Q2347113)
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scientific article; zbMATH DE number 6440024
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Stochastic comparison of aggregate claim amounts between two heterogeneous portfolios and its applications |
scientific article; zbMATH DE number 6440024 |
Statements
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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0.8194667100906372
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0.8141180872917175
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0.8130735754966736
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0.79571133852005
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0.7916176319122314
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