Ordering Results for Aggregate Claim Amounts from Two Heterogeneous Marshall--Olkin Extended Exponential Portfolios and Their Applications in Insurance Analysis (Q4641656)
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scientific article; zbMATH DE number 6870110
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ordering Results for Aggregate Claim Amounts from Two Heterogeneous Marshall--Olkin Extended Exponential Portfolios and Their Applications in Insurance Analysis |
scientific article; zbMATH DE number 6870110 |
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Ordering Results for Aggregate Claim Amounts from Two Heterogeneous Marshall--Olkin Extended Exponential Portfolios and Their Applications in Insurance Analysis (English)
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18 May 2018
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Marshall-Olkin extended exponential distribution
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usual multivariate stochastic order
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multivariate chain majorization
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order statistics
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hazard rate function
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aggregate claim amounts
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value-at-risk
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ruin probability
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