Stochastic comparisons of the largest claim amounts from two sets of interdependent heterogeneous portfolios
From MaRDI portal
Publication:5108654
DOI10.7153/mia-2020-23-03zbMath1460.91234arXiv1812.08343OpenAlexW3123211808MaRDI QIDQ5108654
Hossein Nadeb, Ali Dolati, Hamzeh Torabi
Publication date: 5 May 2020
Published in: Mathematical Inequalities & Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1812.08343
Inequalities; stochastic orderings (60E15) Applications of statistics to actuarial sciences and financial mathematics (62P05) Actuarial mathematics (91G05)
Related Items (7)
Some general results on usual stochastic ordering of the extreme order statistics from dependent random variables under Archimedean copula dependence ⋮ Ordering results for smallest claim amounts from two portfolios of risks with dependent heterogeneous exponentiated location-scale claims ⋮ Stochastic orders of multivariate Jones-Larsen distribution family with empirical applications in physics, economy and social sciences ⋮ New results on stochastic comparisons of finite mixtures for some families of distributions ⋮ Stochastic comparisons of largest claim amounts from heterogeneous portfolios ⋮ Ordering results on extremes of inverse Kumaraswamy random samples ⋮ Stochastic Comparisons between the Extreme Claim Amounts from Two Heterogeneous Portfolios in the Case of Transmuted-G Model
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Likelihood ratio and dispersive orders for smallest order statistics and smallest claim amounts from heterogeneous Weibull sample
- On the convex transform and right-spread orders of smallest claim amounts
- An introduction to copulas.
- Multivariate Archimedean copulas, \(d\)-monotone functions and \(\ell _{1}\)-norm symmetric distributions
- Stochastic orders
- Failure rate modeling for reliability and risk
- On the simultaneous associativity of F(x,y) and x+y-F(x,y)
- A class of bivariate distributions including the bivariate logistic
- A comparison between homogeneous and heterogeneous portfolios.
- A note on multivariate stochastic comparisons of Bernoulli random variables
- Stochastic orders in reliability and risk. In honor of Professor Moshe Shaked. Based on the talks presented at the international workshop on stochastic orders in reliability and risk management, SORR2011, Xiamen, China, June 27--29, 2011
- Convex orders for linear combinations of random variables
- Stochastic comparison of aggregate claim amounts between two heterogeneous portfolios and its applications
- Notions of multivariate dependence and their applications in optimal portfolio selections with dependent risks
- Generalized convex inequalities
- On stochastic comparison between aggregate claim amounts
- Sufficient conditions for ordering aggregate heterogeneous random claim amounts
- Bivariate Exponential Distributions
- The performance of some correlation coefficients for a general bivariate distribution
- Heterogeneity and the need for capital in the individual model
- Ordering properties of the smallest and largest claim amounts in a general scale model
- Ordering the largest claim amounts and ranges from two sets of heterogeneous portfolios
- Stochastic comparisons of parallel and series systems of dependent components equipped with starting devices
- Some new results on aggregate claim amounts from two heterogeneous Marshall–Olkin extended exponential portfolios
- Inequalities: theory of majorization and its applications
This page was built for publication: Stochastic comparisons of the largest claim amounts from two sets of interdependent heterogeneous portfolios
