Ordering results for individual risk model with dependent Location-Scale claim severities

DOI10.1080/03610926.2018.1554127OpenAlexW2910824138WikidataQ128606636 ScholiaQ128606636MaRDI QIDQ5085622

Yiying Zhang, Peng Zhao, Sameen Naqvi

Publication date: 27 June 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2018.1554127

zbMATH Keywords

majorizationusual stochastic orderindividual risk modelSAIstop-loss order

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Utility theory (91B16)

Related Items (2)

Stochastic comparisons of the smallest and largest claim amounts with location-scale claim severities ⋮ Stochastic comparisons of parallel systems with starting devices

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