Ordering Results for Aggregate Claim Amounts from Two Heterogeneous Marshall--Olkin Extended Exponential Portfolios and Their Applications in Insurance Analysis
DOI10.1137/S0040585X97T988526zbMath1458.62232OpenAlexW2803901082WikidataQ115525475 ScholiaQ115525475MaRDI QIDQ4641656
Amir T. Payandeh Najafabadi, Ghobad Barmalzan, Narayanaswamy Balakrishnan
Publication date: 18 May 2018
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s0040585x97t988526
order statisticsruin probabilityvalue-at-riskhazard rate functionusual multivariate stochastic ordermultivariate chain majorizationMarshall-Olkin extended exponential distributionaggregate claim amounts
Inequalities; stochastic orderings (60E15) Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70)
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