Stochastic comparisons of the smallest and largest claim amounts with location-scale claim severities
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Publication:784456
DOI10.1016/j.insmatheco.2020.05.007zbMath1447.91127OpenAlexW3035616080MaRDI QIDQ784456
Abbas Akrami, Ghobad Barmalzan, Narayanaswamy Balakrishnan
Publication date: 3 August 2020
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2020.05.007
stochastic orderssmallest claim amountlocation-scale modelArchimedean survival copulachain majorization orderlargest claim amountrow majorization
Related Items (5)
Ordering results for smallest claim amounts from two portfolios of risks with dependent heterogeneous exponentiated location-scale claims ⋮ Ordering fail-safe systems having dependent components with Archimedean copula and exponentiated location-scale distributions ⋮ Stochastic comparisons of second-order statistics from dependent and heterogenous modified proportional hazard rate observations ⋮ Stochastic comparisons on extremes of burr type XII samples associated with Archimedean copula and heterogeneous shape parameters ⋮ Ordering results on extremes of inverse Kumaraswamy random samples
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