Allocations of policy limits and ordering relations for aggregate remaining claims

DOI10.1016/J.INSMATHECO.2015.08.003zbMath1348.91174OpenAlexW2200704177MaRDI QIDQ896204

Sirous Fathi Manesh, Baha-Eldin Khaledi

Publication date: 14 December 2015

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2015.08.003

zbMATH Keywords

likelihood ratio orderstochastic dominancemajorizationhazard rate orderexchangeable random variablesreversed hazard rate orderarrangement decreasingSchur concave function

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Related Items (5)

Arrangement increasing resource allocation ⋮ Lower and upper bounds for survival functions of the smallest and largest claim amounts in layer coverages ⋮ Optimal allocation of policy limits in layer reinsurance treaties ⋮ Increasing convex order on generalized aggregation of SAI random variables with applications ⋮ On the increasing convex order of generalized aggregation of dependent random variables

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• Comparisons Among Estimators of a Scale Parameter of the Beta-Stacy Distribution
• Inequalities: theory of majorization and its applications

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