Stochastic comparisons of the smallest and largest claim amounts with location-scale claim severities
DOI10.1016/J.INSMATHECO.2020.05.007zbMATH Open1447.91127OpenAlexW3035616080MaRDI QIDQ784456FDOQ784456
Authors: Ghobad Barmalzan, Abbas Akrami, 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
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location-scale modelsmallest claim amountstochastic ordersArchimedean survival copulachain majorization orderlargest claim amountrow majorization
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Cited In (10)
- Ordering fail-safe systems having dependent components with Archimedean copula and exponentiated location-scale distributions
- Stochastic comparisons of series systems with heterogeneous Gompertz- G components
- On stochastic comparison between aggregate claim amounts
- Stochastic comparisons of second-order statistics from dependent and heterogenous modified proportional hazard rate observations
- Stochastic comparisons of largest claim amount from heterogeneous and dependent insurance portfolios
- Stochastic comparisons on extremes of burr type XII samples associated with Archimedean copula and heterogeneous shape parameters
- Ordering properties of parallel and series systems with a general lifetime family of distributions for independent components under random shocks
- Stochastic comparisons of the largest and smallest claim amounts with heterogeneous survival exponentiated location-scale distributed claim severities
- Ordering results for smallest claim amounts from two portfolios of risks with dependent heterogeneous exponentiated location-scale claims
- Ordering results on extremes of inverse Kumaraswamy random samples
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