Ordering results for individual risk model with dependent Location-Scale claim severities

Cites work

A comparison between homogeneous and heterogeneous portfolios.
A note on multivariate stochastic comparisons of Bernoulli random variables
Bivariate characterization of some stochastic order relations
Comparisons on aggregate risks from two sets of heterogeneous portfolios
Convex orders for linear combinations of random variables
Functional characterizations of bivariate weak SAI with an application
Generalized convex inequalities
Heterogeneity and the need for capital in the individual model
scientific article; zbMATH DE number 777866 (Why is no real title available?)
scientific article; zbMATH DE number 3415242 (Why is no real title available?)
Inequalities: theory of majorization and its applications
Notions of multivariate dependence and their applications in optimal portfolio selections with dependent risks
On dependence of risks and stop-loss premiums
On heterogeneity in the individual model with both dependent claim occurrences and severities
On risk dependence and mrl ordering
On stochastic comparison between aggregate claim amounts
On the convolution of heterogeneous Bernoulli random variables
On the dependency of risks in the individual life model
Ordering scalar products with applications in financial engineering and actuarial science
Permutation monotone functions of random vectors with applications in financial and actuarial risk management
Robust fitting of claim severity distributions and the method of trimmed moments
Some new notions of dependence with applications in optimal allocation problems
Stochastic comparison of aggregate claim amounts between two heterogeneous portfolios and its applications
Stochastic orders
Stochastic orders in partition and random testing of software
Stochastic orders of scalar products with applications
Sufficient conditions for ordering aggregate heterogeneous random claim amounts
The safest dependence structure among risks.
The stochastic precedence ordering with applications in sampling and testing

Cited in

(4)

Stochastic comparisons of parallel systems with starting devices
Comparisons of the smallest and largest claim amounts with unit gamma Gompertz claim severities
Ordering results for extreme claim amounts based on random number of claims
Stochastic comparisons of the smallest and largest claim amounts with location-scale claim severities

This page was built for publication: Ordering results for individual risk model with dependent Location-Scale claim severities

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5085622)