Stochastic Comparisons between the Extreme Claim Amounts from Two Heterogeneous Portfolios in the Case of Transmuted-G Model

DOI10.1080/10920277.2019.1671203zbMath1454.91203arXiv1812.06078OpenAlexW3001438440WikidataQ126304450 ScholiaQ126304450MaRDI QIDQ5140099

Ali Dolati, Hossein Nadeb, Hamzeh Torabi

Publication date: 13 December 2020

Published in: North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1812.06078

zbMATH Keywords

stochastic orderhazard rate orderdispersive orderclaim amounttransmuted-G modelheterogeneous portfolios of risk

Mathematics Subject Classification ID

Actuarial mathematics (91G05)

Related Items (10)

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 ⋮ Dispersive and star ordering of sample extremes from dependent random variables following the proportional odds model ⋮ Ordering results on extremes of inverse Kumaraswamy random samples ⋮ Stochastic comparisons of largest claim amount from heterogeneous and dependent insurance portfolios ⋮ Orderings of the smallest claim amounts from exponentiated location-scale models ⋮ Ranking the extreme claim amounts in dependent individual risk models

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