Ranking the extreme claim amounts in dependent individual risk models
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Publication:4990511
DOI10.1080/03461238.2020.1830845zbMath1466.91271OpenAlexW3092571928MaRDI QIDQ4990511
Publication date: 28 May 2021
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461238.2020.1830845
Inequalities; stochastic orderings (60E15) Applications of statistics to actuarial sciences and financial mathematics (62P05) Numerical computation of solutions to single equations (65H05) Actuarial mathematics (91G05)
Related Items (2)
Ordering results for smallest claim amounts from two portfolios of risks with dependent heterogeneous exponentiated location-scale claims ⋮ Stochastic comparisons of largest claim amounts from heterogeneous portfolios
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