Ordering the largest claim amounts and ranges from two sets of heterogeneous portfolios-Reference-Cited by-同舟云学术

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Ordering the largest claim amounts and ranges from two sets of heterogeneous portfolios

Published:2017-01-13 Issue:1 Volume:2018 Page:23-41
ISSN:0346-1238
Container-title:Scandinavian Actuarial Journal
language:en
Short-container-title:Scandinavian Actuarial Journal

Author:

Balakrishnan Narayanaswamy¹,Zhang Yiying²^ORCID,Zhao Peng³

Affiliation:

1. Department of Mathematics and Statistics, McMaster University, Hamilton, Canada.

2. Department of Statistics and Actuarial Science, The University of Hong Kong, Pokfulam Road, Hong Kong.

3. School of Mathematics and Statistics, Jiangsu Normal University, Xuzhou, China.

Funder

National Natural Science Foundation of China

Natural Science Foundation of Jiangsu Province

Natural Sciences and Engineering Research Council of Canada

Publisher

Informa UK Limited

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/03461238.2017.1278717

Reference17 articles.

1. On the convex transform and right-spread orders of smallest claim amounts

2. Stochastic comparison of aggregate claim amounts between two heterogeneous portfolios and its applications

3. Likelihood ratio and dispersive orders for smallest order statistics and smallest claim amounts from heterogeneous Weibull sample

4. Ordering properties of the smallest and largest claim amounts in a general scale model

5. Notions of multivariate dependence and their applications in optimal portfolio selections with dependent risks

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1. Stochastic comparisons of second largest order statistics with dependent heterogeneous random variables;Communications in Statistics - Theory and Methods;2024-09-03

2. Some properties of convex and increasing convex orders under Archimedean copula;Probability in the Engineering and Informational Sciences;2024-03-05

3. Ordering properties of parallel and series systems with a general lifetime family of distributions for independent components under random shocks;Communications in Statistics - Theory and Methods;2023-10-23

4. Stochastic comparisons of largest claim amount from heterogeneous and dependent insurance portfolios;Journal of Computational and Applied Mathematics;2023-10

5. Tochastic comparisons of series systems with heterogeneous Gompertz-G components;Communications in Statistics - Theory and Methods;2023-05-10

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