Ordering the largest claim amounts and ranges from two sets of heterogeneous portfolios
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Publication:4583598
DOI10.1080/03461238.2017.1278717zbMATH Open1416.91153OpenAlexW2573661883MaRDI QIDQ4583598FDOQ4583598
Authors: Yiying Zhang, Peng Zhao, Narayanaswamy Balakrishnan 
Publication date: 31 August 2018
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461238.2017.1278717
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stochastic orderssample rangelargest claim amountheterogeneous portfoliosrow weak majorization order
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- On the convex transform and right-spread orders of smallest claim amounts
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Cited In (27)
- Lower and upper bounds for survival functions of the smallest and largest claim amounts in layer coverages
- Stochastic comparisons of series systems with heterogeneous Gompertz- G components
- On fail-safe systems under random shocks
- Sufficient conditions for ordering aggregate heterogeneous random claim amounts
- Stochastic comparisons between the extreme claim amounts from two heterogeneous portfolios in the case of transmuted-G model
- On transform orders for largest claim amounts
- Ordering properties of the smallest order statistic from Weibull-G random variables
- On comparison of two parallel systems having Log–Lindley distributed components
- Ordering properties of the smallest and largest lifetimes in Gompertz–Makeham model
- Ranking the extreme claim amounts in dependent individual risk models
- Stochastic comparisons of largest claim amount from heterogeneous and dependent insurance portfolios
- Testing against uniform stochastic ordering with paired observations
- Ordering results of the smallest order statistics from independent heterogeneous new modified generalized linear failure rate random variables
- Stochastic comparisons on extremes of burr type XII samples associated with Archimedean copula and heterogeneous shape parameters
- More powerful goodness-of-fit tests for uniform stochastic ordering
- Stochastic comparisons of largest claim amounts from heterogeneous portfolios
- Ordering properties of parallel and series systems with a general lifetime family of distributions for independent components under random shocks
- Convex transform order of the maximum of independent Weibull random variables
- Ordering results for smallest claim amounts from two portfolios of risks with dependent heterogeneous exponentiated location-scale claims
- Comparison of aggregation, minimum and maximum of two risky portfolios with dependent claims
- Ordering results on extremes of inverse Kumaraswamy random samples
- New results on stochastic comparisons of finite mixtures for some families of distributions
- Stochastic comparisons of the largest claim amounts from two sets of interdependent heterogeneous portfolios
- 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
- On heterogeneity in the individual model with both dependent claim occurrences and severities
- Ordering properties of extreme claim amounts from heterogeneous portfolios
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