Stochastic comparisons of the smallest and largest claim amounts with location-scale claim severities
From MaRDI portal
Publication:784456
DOI10.1016/j.insmatheco.2020.05.007zbMath1447.91127OpenAlexW3035616080MaRDI QIDQ784456
Abbas Akrami, Ghobad Barmalzan, Narayanaswamy Balakrishnan
Publication date: 3 August 2020
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2020.05.007
stochastic orderssmallest claim amountlocation-scale modelArchimedean survival copulachain majorization orderlargest claim amountrow majorization
Related Items (5)
Ordering results for smallest claim amounts from two portfolios of risks with dependent heterogeneous exponentiated location-scale claims ⋮ Ordering fail-safe systems having dependent components with Archimedean copula and exponentiated location-scale distributions ⋮ Stochastic comparisons of second-order statistics from dependent and heterogenous modified proportional hazard rate observations ⋮ Stochastic comparisons on extremes of burr type XII samples associated with Archimedean copula and heterogeneous shape parameters ⋮ Ordering results on extremes of inverse Kumaraswamy random samples
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Ordering properties of order statistics from random variables of Archimedean copulas with applications
- On stochastic comparisons of minimum order statistics from the location-scale family of distributions
- An introduction to copulas.
- Multivariate Archimedean copulas, \(d\)-monotone functions and \(\ell _{1}\)-norm symmetric distributions
- Stochastic orders
- Classes of orderings of measures and related correlation inequalities. I. Multivariate totally positive distributions
- Classes of orderings of measures and related correlation inequalities. II. Multivariate reverse rule distributions
- A comparison between homogeneous and heterogeneous portfolios.
- A note on multivariate stochastic comparisons of Bernoulli random variables
- Convex orders for linear combinations of random variables
- Stochastic comparison of aggregate claim amounts between two heterogeneous portfolios and its applications
- Generalized convex inequalities
- On stochastic comparisons of maximum order statistics from the location-scale family of distributions
- On a family of risk measures based on largest claims
- Heterogeneity and the need for capital in the individual model
- A new method for adding a parameter to a family of distributions with application to the exponential and Weibull families
- ON HETEROGENEITY IN THE INDIVIDUAL MODEL WITH BOTH DEPENDENT CLAIM OCCURRENCES AND SEVERITIES
- Ordering properties of the smallest and largest claim amounts in a general scale model
- Ordering results for individual risk model with dependent Location-Scale claim severities
- ORDERING PROPERTIES OF EXTREME CLAIM AMOUNTS FROM HETEROGENEOUS PORTFOLIOS
- Inequalities: theory of majorization and its applications
This page was built for publication: Stochastic comparisons of the smallest and largest claim amounts with location-scale claim severities
