Pages that link to "Item:Q5108654"
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The following pages link to Stochastic comparisons of the largest claim amounts from two sets of interdependent heterogeneous portfolios (Q5108654):
Displaying 9 items.
- Some general results on usual stochastic ordering of the extreme order statistics from dependent random variables under Archimedean copula dependence (Q2132051) (← links)
- Stochastic orders of multivariate Jones-Larsen distribution family with empirical applications in physics, economy and social sciences (Q2162897) (← links)
- On a family of risk measures based on largest claims (Q2415968) (← links)
- Ordering results for smallest claim amounts from two portfolios of risks with dependent heterogeneous exponentiated location-scale claims (Q5051198) (← links)
- New results on stochastic comparisons of finite mixtures for some families of distributions (Q5081045) (← links)
- Stochastic Comparisons between the Extreme Claim Amounts from Two Heterogeneous Portfolios in the Case of Transmuted-G Model (Q5140099) (← links)
- Stochastic comparisons of largest claim amounts from heterogeneous portfolios (Q6089515) (← links)
- Ordering results on extremes of inverse Kumaraswamy random samples (Q6106246) (← links)
- Ordering properties of parallel and series systems with a general lifetime family of distributions for independent components under random shocks (Q6641284) (← links)
