Stochastic comparisons of largest claim amounts from heterogeneous portfolios

DOI10.1111/stan.12296zbMath1525.91160OpenAlexW4366583137MaRDI QIDQ6089515

Pradip Kundu, Unnamed Author, Amarjit Kundu

Publication date: 15 December 2023

Published in: Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/stan.12296

zbMATH Keywords

stochastic orderingmajorizationSchur-convexlargest claim amountMarshall-Olkin family of distributions

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Portfolio theory (91G10)

Cites Work

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• Stochastic Comparisons between the Extreme Claim Amounts from Two Heterogeneous Portfolios in the Case of Transmuted-G Model
• ORDERING PROPERTIES OF EXTREME CLAIM AMOUNTS FROM HETEROGENEOUS PORTFOLIOS
• Inequalities: theory of majorization and its applications
• Some results on majorization and their applications

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