Stochastic comparisons of the smallest and largest claim amounts with scale proportional hazard claim severities

DOI10.1007/S11464-021-0248-7OpenAlexW4389275397MaRDI QIDQ6132217FDOQ6132217

Authors:

Publication date: 19 April 2024

Published in: Frontiers of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11464-021-0248-7

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zbMATH Keywords

stochastic ordersArchimedean survival copulachain majorization ordersmallest claim amountslargest claim amountsscale proportional hazard model

Mathematics Subject Classification ID

Reliability and life testing (62N05) Sampling theory, sample surveys (62D05) Inequalities; stochastic orderings (60E15) Order statistics; empirical distribution functions (62G30)

Cited In (1)

• Stochastic comparisons of largest claim amounts from heterogeneous portfolios

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