Stochastic comparisons of largest claim amount from heterogeneous and dependent insurance portfolios (Q6137789)

scientific article; zbMATH DE number 7733946

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English	Stochastic comparisons of largest claim amount from heterogeneous and dependent insurance portfolios	scientific article; zbMATH DE number 7733946

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instance of

scholarly article

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title

Stochastic comparisons of largest claim amount from heterogeneous and dependent insurance portfolios (English)

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Journal of Computational and Applied Mathematics

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publication date

4 September 2023

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zbMATH Keywords

largest claim amount

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copula

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majorization

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stochastic orders

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1016/j.cam.2023.115265

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cites work

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Optimal reinsurance designs based on risk measures: a review

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A comparison between homogeneous and heterogeneous portfolios.

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Sufficient conditions for ordering aggregate heterogeneous random claim amounts

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Most unfavorable deductibles and coverage limits for multiple random risks with Archimedean copulas

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ON HETEROGENEITY IN THE INDIVIDUAL MODEL WITH BOTH DEPENDENT CLAIM OCCURRENCES AND SEVERITIES

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Comparisons of aggregate claim numbers and amounts: a study of heterogeneity

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ORDERING PROPERTIES OF EXTREME CLAIM AMOUNTS FROM HETEROGENEOUS PORTFOLIOS

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On a two-dimensional risk model with time-dependent claim sizes and risky investments

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Spatiotemporal interpolation through an extension of differential evolution algorithm for agricultural insurance claims

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Optimal portfolio selection for a defined-contribution plan under two administrative fees and return of premium clauses

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Pricing equity-linked life insurance contracts with multiple risk factors by neural networks

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Ordering properties of the smallest and largest claim amounts in a general scale model

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Ordering the largest claim amounts and ranges from two sets of heterogeneous portfolios

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On transform orders for largest claim amounts

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Stochastic Comparisons between the Extreme Claim Amounts from Two Heterogeneous Portfolios in the Case of Transmuted-G Model

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Orderings of the smallest claim amounts from exponentiated location-scale models

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Stochastic comparisons of series and parallel systems with dependent heterogeneous extended exponential components under Archimedean copula

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Some general results on usual stochastic ordering of the extreme order statistics from dependent random variables under Archimedean copula dependence

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On the convex transform and right-spread orders of smallest claim amounts

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Likelihood ratio and dispersive orders for smallest order statistics and smallest claim amounts from heterogeneous Weibull sample

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Comparison of aggregation, minimum and maximum of two risky portfolios with dependent claims

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On hazard rate ordering of parallel systems with two independent components

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New results on comparisons of parallel systems with heterogeneous gamma components

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ON PARALLEL SYSTEMS WITH HETEROGENEOUS GAMMA COMPONENTS

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New results on stochastic comparison of order statistics from heterogeneous Weibull populations

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ORDERING PROPERTIES OF ORDER STATISTICS FROM HETEROGENEOUS POPULATIONS: A REVIEW WITH AN EMPHASIS ON SOME RECENT DEVELOPMENTS

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On the maxima of heterogeneous gamma variables with different shape and scale parameters

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A stochastic inequality for the largest order statistics from heterogeneous gamma variables

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Comparisons of smallest order statistics from Weibull distributions with different scale and shape parameters

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Ordering properties of order statistics from random variables of Archimedean copulas with applications

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Modified proportional hazard rates and proportional reversed hazard rates models via Marshall-Olkin distribution and some stochastic comparisons

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Ordering results on extremes of scaled random variables with dependence and proportional hazards

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ORDERING RESULTS ON EXTREMES OF EXPONENTIATED LOCATION-SCALE MODELS

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Optimal grouping of heterogeneous components in series-parallel and parallel-series systems under Archimedean copula dependence

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On allocation policies in systems with dependence structure and random selection of components

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Reliability optimization of parallel-series and series-parallel systems with statistically dependent components

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On stochastic inequalities and dependence orderings

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Stochastic orders

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Inequalities: theory of majorization and its applications

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Some Concepts of Dependence

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Some new notions of dependence with applications in optimal allocation problems

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Notions of multivariate dependence and their applications in optimal portfolio selections with dependent risks

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Functional characterizations of bivariate weak SAI with an application

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Stochastic comparisons of order statistics in the scale model

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On the skewness of extreme order statistics from heterogeneous samples

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On stochastic comparisons of minimum order statistics from the location-scale family of distributions

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Q3539704

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Identifiers

zbMATH Open document ID

1520.91360

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Mathematics Subject Classification ID

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10.1016/J.CAM.2023.115265

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Sitelinks

Mathematics(1 entry)

mardi Publication:6137789