On the convex transform and right-spread orders of smallest claim amounts
DOI10.1016/J.INSMATHECO.2015.07.001zbMATH Open1348.60022OpenAlexW2207090146MaRDI QIDQ495505FDOQ495505
Authors: Ghobad Barmalzan, Amir T. Payandeh Najafabadi
Publication date: 14 September 2015
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2015.07.001
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Weibull distributionsmallest claim amountconvex transform orderincreasing convex ordercoefficient of variationsright-spread order
Inequalities; stochastic orderings (60E15) Characterization and structure theory of statistical distributions (62E10)
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- Ordering properties of the smallest and largest claim amounts in a general scale model
Cited In (17)
- Stochastic comparisons of parallel and series systems of dependent components equipped with starting devices
- Lower and upper bounds for survival functions of the smallest and largest claim amounts in layer coverages
- On fail-safe systems under random shocks
- On stochastic comparison between aggregate 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
- Orderings of the smallest claim amounts from exponentiated location-scale models
- Ordering properties of the smallest order statistic from Weibull-G random variables
- Ordering properties of the smallest and largest lifetimes in Gompertz–Makeham model
- Stochastic comparisons of largest claim amount from heterogeneous and dependent insurance portfolios
- Ordering the largest claim amounts and ranges from two sets of heterogeneous portfolios
- Ordering properties of the smallest and largest claim amounts in a general scale model
- Stochastic ordering of sample minima from scale proportional hazards random variables under Archimedean copula dependence
- Ordering results for smallest claim amounts from two portfolios of risks with dependent heterogeneous exponentiated location-scale claims
- Stochastic comparisons of the largest claim amounts from two sets of interdependent heterogeneous portfolios
- Increasing mean inactivity time ordering: a quantile approach
- Ordering properties of extreme claim amounts from heterogeneous portfolios
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