On transform orders for largest claim amounts
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Publication:5014308
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
- 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?)
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- 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
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Cited in
(9)- The Largest Claims Treaty ECOMOR
- Stochastic comparisons of the largest claim amounts from two sets of interdependent heterogeneous portfolios
- Stochastic orders and distortion risk contribution ratio measures
- 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
- Ordering properties of extreme claim amounts from heterogeneous portfolios
- Stochastic comparisons of largest 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
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