On transform orders for largest claim amounts
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Publication:5014308
DOI10.1017/JPR.2021.12zbMATH Open1479.91346OpenAlexW3216784013MaRDI QIDQ5014308FDOQ5014308
Authors: Yiying Zhang
Publication date: 1 December 2021
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/jpr.2021.12
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Cited In (6)
- The Largest Claims Treaty ECOMOR
- Stochastic comparisons of largest claim amount from heterogeneous and dependent insurance portfolios
- Stochastic orders and distortion risk contribution ratio measures
- 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
- Stochastic comparisons of the largest and smallest claim amounts with heterogeneous survival exponentiated location-scale distributed claim severities
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