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