Stochastic comparison of aggregate claim amounts between two heterogeneous portfolios and its applications
Ghobad Barmalzan; Amir T. Najafabadi; Narayanaswamy Balakrishnan
| Year of publication: |
2015
|
|---|---|
| Authors: | Barmalzan, Ghobad ; Najafabadi, Amir T. Payandeh ; Balakrishnan, Narayanaswamy |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 61.2015, p. 235-241
|
| Subject: | Aggregate claim amount | Exponentiated Weibull distribution | Pareto distribution | Multivariate chain majorization | Usual multivariate stochastic order | Proportional hazard rates model | Theorie | Theory | Wahrscheinlichkeitsrechnung | Probability theory | Stochastischer Prozess | Stochastic process | Statistische Verteilung | Statistical distribution |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010515879