Bounds for Moments of the Maximum of Concomitants of Selected Order Statistics With Application

DOI10.1080/03610920903122013zbMath1201.62059MaRDI QIDQ2786266

Andrzej Okolewski, Marek Kaluszka

Publication date: 21 September 2010

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920903122013

zbMATH Keywords

order statistics; copulas; insurance; premiums; concomitants

Mathematics Subject Classification ID

62H10: Multivariate distribution of statistics

62P05: Applications of statistics to actuarial sciences and financial mathematics

62H20: Measures of association (correlation, canonical correlation, etc.)

62H05: Characterization and structure theory for multivariate probability distributions; copulas

62G30: Order statistics; empirical distribution functions

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