Ordering the largest claim amounts and ranges from two sets of heterogeneous portfolios
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Publication:4583598
DOI10.1080/03461238.2017.1278717zbMath1416.91153OpenAlexW2573661883MaRDI QIDQ4583598
Yiying Zhang, Peng Zhao, Narayanaswamy Balakrishnan
Publication date: 31 August 2018
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461238.2017.1278717
stochastic orderssample rangelargest claim amountheterogeneous portfoliosrow weak majorization order
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