On transform orders for largest claim amounts
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Recommendations
- Ordering properties of extreme claim amounts from heterogeneous portfolios
- Ordering the largest claim amounts and ranges from two sets of heterogeneous portfolios
- Stochastic comparisons of largest claim amount from heterogeneous and dependent insurance portfolios
- Orderings of the smallest claim amounts from exponentiated location-scale models
- Stochastic comparisons of the largest claim amounts from two sets of interdependent heterogeneous portfolios
Cites work
- A comparison between homogeneous and heterogeneous portfolios.
- A note on multivariate stochastic comparisons of Bernoulli random variables
- Analytic Inequalities
- Comparison methods for stochastic models and risks
- Comparisons of aggregate claim numbers and amounts: a study of heterogeneity
- Comparisons of Parallel Systems According to the Convex Transform Order
- Comparisons on aggregate risks from two sets of heterogeneous portfolios
- Convex orders for linear combinations of random variables
- Dispersive and superadditive ordering
- Distribution-free upper bounds on the premiums of the LCR and ECOMOR treaties
- Heterogeneity and the need for capital in the individual model
- scientific article; zbMATH DE number 3591262 (Why is no real title available?)
- scientific article; zbMATH DE number 605729 (Why is no real title available?)
- scientific article; zbMATH DE number 777866 (Why is no real title available?)
- scientific article; zbMATH DE number 3388383 (Why is no real title available?)
- Inequalities: theory of majorization and its applications
- Largest Claims Reinsurance Premiums under Possible Claims Dependence
- Life distributions. Structure of nonparametric, semiparametric, and parametric families.
- Likelihood ratio and dispersive orders for smallest order statistics and smallest claim amounts from heterogeneous Weibull sample
- On dependence of risks and stop-loss premiums
- On risk dependence and mrl ordering
- On stochastic comparison between aggregate claim amounts
- On the convex transform and right-spread orders of smallest claim amounts
- On the convolution of heterogeneous Bernoulli random variables
- On the dependency of risks in the individual life model
- On the quantiles of the gamma and F distributions
- On the right spread order of convolutions of heterogeneous exponential random variables
- On the skewness of extreme order statistics from heterogeneous samples
- On the skewness of order statistics in multiple-outlier PHR models
- On the skewness of order statistics with applications
- On variability of series and parallel systems with heterogeneous components
- Ordering properties of extreme claim amounts from heterogeneous portfolios
- Ordering properties of the smallest and largest claim amounts in a general scale model
- Ordering the largest claim amounts and ranges from two sets of heterogeneous portfolios
- Partial Orderings of Distributions Based on Right-Spread Functions
- Reinsurance of large claims
- Stochastic comparison of aggregate claim amounts between two heterogeneous portfolios and its applications
- Stochastic comparisons of order statistics in the scale model
- The total time on test transform and the excess wealth stochastic orders of distributions
Cited in
(11)- The Largest Claims Treaty ECOMOR
- Ordering the largest claim amounts and ranges from two sets of heterogeneous portfolios
- Stochastic comparisons of the largest claim amounts from two sets of interdependent heterogeneous portfolios
- Ordering properties of extreme claim amounts from heterogeneous portfolios
- Stochastic comparisons of largest claim amounts from heterogeneous portfolios
- Stochastic comparisons of largest claim amount from heterogeneous and dependent insurance portfolios
- Stochastic orders and distortion risk contribution ratio measures
- Stochastic comparisons of the largest and smallest claim amounts with heterogeneous survival exponentiated location-scale distributed claim severities
- Ordering properties of parallel and series systems with a general lifetime family of distributions for independent components under random shocks
- Stochastic comparisons of second largest order statistics with dependent heterogeneous random variables
- Dispersive and star orders on extreme order statistics from location-scale samples
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