Ranking the extreme claim amounts in dependent individual risk models
Author:
Affiliation:
1. Departamento de Análisis Económico: Economía Cuantitativa, Universidad Autónoma de Madrid, Madrid, Spain
2. Departamento de Estadística e Investigación Operativa, Universidad de Murcia, Murcia, Spain
Funder
Ministerio de Ciencia e Innovación
Ministerio de Economía y Competitividad
Publisher
Informa UK Limited
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/03461238.2020.1830845
Reference25 articles.
1. Ordering the largest claim amounts and ranges from two sets of heterogeneous portfolios
2. Ordering properties of the smallest and largest claim amounts in a general scale model
3. On sufficient conditions for mean residual life and related orders
4. On two dependent individual risk models
5. Multivariate distribution defined with Farlie–Gumbel–Morgenstern copula and mixed Erlang marginals: Aggregation and capital allocation
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4. Stochastic comparisons of largest claim and aggregate claim amounts;Probability in the Engineering and Informational Sciences;2023-04-04
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