Ordering the largest claim amounts and ranges from two sets of heterogeneous portfolios
Narayanaswamy Balakrishnan, Yiying Zhang and Peng Zhao
| Year of publication: |
February-June 2018
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|---|---|
| Authors: | Balakrishnan, Narayanaswamy ; Zhang, Yiying ; Zhao, Peng |
| Published in: |
Scandinavian actuarial journal. - Basingstoke : Taylor & Francis, ISSN 0346-1238, ZDB-ID 186753-2. - 2018, 1, p. 23-41
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| Subject: | Largest claim amount | sample range | stochstic orders | row weak majorization order | heterogeneous portfolios | Portfolio-Management | Portfolio selection | Theorie | Theory |