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

DOI10.1007/S11464-021-0248-7MaRDI QIDQ6132217zbMATH OpenOpenAlexFDO

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

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)

Recommendations

• Stochastic comparisons of the smallest and largest claim amounts with location-scale claim severities
• Ordering properties of the smallest and largest claim amounts in a general scale model
• Stochastic comparisons of the largest claim amounts from two sets of interdependent heterogeneous portfolios
• Stochastic comparisons of largest claim amounts from heterogeneous portfolios
• Stochastic comparisons of largest claim amount from heterogeneous and dependent insurance portfolios

Cited in

(1)

• Stochastic comparisons of largest claim amounts from heterogeneous portfolios

This page was built for publication: Stochastic comparisons of the smallest and largest claim amounts with scale proportional hazard claim severities

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6132217)