ORDERING PROPERTIES OF EXTREME CLAIM AMOUNTS FROM HETEROGENEOUS PORTFOLIOS
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Publication:5379417
DOI10.1017/asb.2019.7zbMath1410.91296OpenAlexW2943669958WikidataQ127973047 ScholiaQ127973047MaRDI QIDQ5379417
Xiong Cai, Yiying Zhang, Peng Zhao
Publication date: 29 May 2019
Published in: ASTIN Bulletin (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/asb.2019.7
Related Items (12)
Ordering results for smallest claim amounts from two portfolios of risks with dependent heterogeneous exponentiated location-scale claims ⋮ Stochastic comparisons of lifetimes of series and parallel systems with dependent and heterogeneous components ⋮ Lower and upper bounds for survival functions of the smallest and largest claim amounts in layer coverages ⋮ Stochastic comparisons of largest claim amounts from heterogeneous portfolios ⋮ Ordering results on extremes of inverse Kumaraswamy random samples ⋮ Ordering results for the smallest (largest) and the second smallest (second largest) order statistics of dependent and heterogeneous random variables ⋮ Stochastic comparisons of largest claim amount from heterogeneous and dependent insurance portfolios ⋮ A METHOD FOR CONSTRUCTING AND INTERPRETING SOME WEIGHTED PREMIUM PRINCIPLES ⋮ Stochastic comparisons of the smallest and largest claim amounts with location-scale claim severities ⋮ On transform orders for largest claim amounts ⋮ On comparison of two parallel systems having Log–Lindley distributed components ⋮ Stochastic comparisons of parallel systems with starting devices
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