Ordering the largest claim amounts and ranges from two sets of heterogeneous portfolios
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Publication:4583598
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Cites work
- scientific article; zbMATH DE number 3415242 (Why is no real title available?)
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- Comparison methods for stochastic models and risks
- Comparisons on aggregate risks from two sets of heterogeneous portfolios
- Convex orders for linear combinations of random variables
- Generalized convex inequalities
- Heterogeneity and the need for capital in the individual model
- Inequalities: theory of majorization and its applications
- Likelihood ratio and dispersive orders for smallest order statistics and smallest claim amounts from heterogeneous Weibull sample
- Notions of multivariate dependence and their applications in optimal portfolio selections with dependent risks
- On sample ranges from two sets of heterogenous random variables
- On sample ranges in multiple-outlier models
- On stochastic comparison between aggregate claim amounts
- On the convex transform and right-spread orders of smallest claim amounts
- Ordering properties of the smallest and largest claim amounts in a general scale model
- Stochastic comparison of aggregate claim amounts between two heterogeneous portfolios and its applications
- Stochastic orders
Cited in
(27)- Ordering properties of the smallest order statistic from Weibull-G random variables
- Testing against uniform stochastic ordering with paired observations
- Stochastic comparisons of the largest claim amounts from two sets of interdependent heterogeneous portfolios
- Stochastic comparisons between the extreme claim amounts from two heterogeneous portfolios in the case of transmuted-G model
- Ordering results for smallest claim amounts from two portfolios of risks with dependent heterogeneous exponentiated location-scale claims
- On comparison of two parallel systems having Log–Lindley distributed components
- Ordering properties of the smallest and largest lifetimes in Gompertz–Makeham model
- On transform orders for largest claim amounts
- Comparison of aggregation, minimum and maximum of two risky portfolios with dependent claims
- Stochastic comparisons of series systems with heterogeneous Gompertz- G components
- On fail-safe systems under random shocks
- Optimal capital allocation for individual risk model using a mean-variance principle
- Ordering properties of the largest order statistics from Kumaraswamy-G models under random shocks
- Stochastic comparisons on extremes of burr type XII samples associated with Archimedean copula and heterogeneous shape parameters
- On heterogeneity in the individual model with both dependent claim occurrences and severities
- Ranking the extreme claim amounts in dependent individual risk models
- Ordering results on extremes of inverse Kumaraswamy random samples
- Ordering properties of parallel and series systems with a general lifetime family of distributions for independent components under random shocks
- Ordering properties of extreme claim amounts from heterogeneous portfolios
- More powerful goodness-of-fit tests for uniform stochastic ordering
- Stochastic comparisons of largest claim amounts from heterogeneous portfolios
- Ordering results of the smallest order statistics from independent heterogeneous new modified generalized linear failure rate random variables
- Sufficient conditions for ordering aggregate heterogeneous random claim amounts
- New results on stochastic comparisons of finite mixtures for some families of distributions
- Stochastic comparisons of largest claim amount from heterogeneous and dependent insurance portfolios
- Convex transform order of the maximum of independent Weibull random variables
- Lower and upper bounds for survival functions of the smallest and largest claim amounts in layer coverages
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