Stochastic comparisons of largest claim amount from heterogeneous and dependent insurance portfolios
From MaRDI portal
Publication:6137789
DOI10.1016/J.CAM.2023.115265zbMATH Open1520.91360OpenAlexW4365505056MaRDI QIDQ6137789FDOQ6137789
Jian-Dong Zhang, Yiying Zhang, Rongfang Yan
Publication date: 4 September 2023
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2023.115265
Cites Work
- Reinsurance
- Inequalities: theory of majorization and its applications
- Some Concepts of Dependence
- Stochastic orders
- Comparisons of smallest order statistics from Weibull distributions with different scale and shape parameters
- Likelihood ratio and dispersive orders for smallest order statistics and smallest claim amounts from heterogeneous Weibull sample
- ORDERING PROPERTIES OF ORDER STATISTICS FROM HETEROGENEOUS POPULATIONS: A REVIEW WITH AN EMPHASIS ON SOME RECENT DEVELOPMENTS
- Stochastic comparisons of order statistics in the scale model
- Notions of multivariate dependence and their applications in optimal portfolio selections with dependent risks
- Title not available (Why is that?)
- New results on comparisons of parallel systems with heterogeneous gamma components
- Some new notions of dependence with applications in optimal allocation problems
- Ordering properties of order statistics from random variables of Archimedean copulas with applications
- A stochastic inequality for the largest order statistics from heterogeneous gamma variables
- New results on stochastic comparison of order statistics from heterogeneous Weibull populations
- On hazard rate ordering of parallel systems with two independent components
- On stochastic inequalities and dependence orderings
- ON PARALLEL SYSTEMS WITH HETEROGENEOUS GAMMA COMPONENTS
- On the maxima of heterogeneous gamma variables with different shape and scale parameters
- A comparison between homogeneous and heterogeneous portfolios.
- Ordering properties of the smallest and largest claim amounts in a general scale model
- Functional characterizations of bivariate weak SAI with an application
- On the convex transform and right-spread orders of smallest claim amounts
- On the skewness of extreme order statistics from heterogeneous samples
- On stochastic comparisons of minimum order statistics from the location-scale family of distributions
- Modified proportional hazard rates and proportional reversed hazard rates models via Marshall-Olkin distribution and some stochastic comparisons
- On a two-dimensional risk model with time-dependent claim sizes and risky investments
- Sufficient conditions for ordering aggregate heterogeneous random claim amounts
- ON HETEROGENEITY IN THE INDIVIDUAL MODEL WITH BOTH DEPENDENT CLAIM OCCURRENCES AND SEVERITIES
- ORDERING PROPERTIES OF EXTREME CLAIM AMOUNTS FROM HETEROGENEOUS PORTFOLIOS
- Most unfavorable deductibles and coverage limits for multiple random risks with Archimedean copulas
- Spatiotemporal interpolation through an extension of differential evolution algorithm for agricultural insurance claims
- Ordering the largest claim amounts and ranges from two sets of heterogeneous portfolios
- Optimal portfolio selection for a defined-contribution plan under two administrative fees and return of premium clauses
- Pricing equity-linked life insurance contracts with multiple risk factors by neural networks
- Ordering results on extremes of scaled random variables with dependence and proportional hazards
- Some general results on usual stochastic ordering of the extreme order statistics from dependent random variables under Archimedean copula dependence
- Stochastic comparisons of series and parallel systems with dependent heterogeneous extended exponential components under Archimedean copula
- Stochastic Comparisons between the Extreme Claim Amounts from Two Heterogeneous Portfolios in the Case of Transmuted-G Model
- Optimal grouping of heterogeneous components in series-parallel and parallel-series systems under Archimedean copula dependence
- Comparison of aggregation, minimum and maximum of two risky portfolios with dependent claims
- On allocation policies in systems with dependence structure and random selection of components
- Orderings of the smallest claim amounts from exponentiated location-scale models
- ORDERING RESULTS ON EXTREMES OF EXPONENTIATED LOCATION-SCALE MODELS
- Optimal reinsurance designs based on risk measures: a review
- Comparisons of aggregate claim numbers and amounts: a study of heterogeneity
- Reliability optimization of parallel-series and series-parallel systems with statistically dependent components
- On transform orders for largest claim amounts
Cited In (8)
- Stochastic Comparisons and Optimal Allocation for Policy Limits and Deductibles
- On a family of risk measures based on largest claims
- Increasing convex order of capital allocation with dependent assets under threshold model
- Analyzing wind turbine and wind farm outputs under dependence between wind speed and wind turbine availability
- On multivariate orderings of some general ordered random vectors
- Stochastic comparisons for allocations of policy limits and deductibles with applications
- Stochastic comparisons of the largest and smallest claim amounts with heterogeneous survival exponentiated location-scale distributed claim severities
- Reliability estimation of s -out-of- k system with Kumaraswamy distribution based on partially constant stress accelerated life tests
Recommendations
- Stochastic comparisons of the largest claim amounts from two sets of interdependent heterogeneous portfolios π π
- Ordering the largest claim amounts and ranges from two sets of heterogeneous portfolios π π
- Stochastic comparisons of the smallest and largest claim amounts with location-scale claim severities π π
- ORDERING PROPERTIES OF EXTREME CLAIM AMOUNTS FROM HETEROGENEOUS PORTFOLIOS π π
- On transform orders for largest claim amounts π π
This page was built for publication: Stochastic comparisons of largest claim amount from heterogeneous and dependent insurance portfolios
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6137789)