Stochastic comparisons of the smallest and largest claim amounts with location-scale claim severities
Ghobad Barmalzan, Abbas Akrami, Narayanaswamy Balakrishnan
| Year of publication: |
2020
|
|---|---|
| Authors: | Barmalzan, Ghobad ; Akrami, Abbas ; Balakrishnan, Narayanaswamy |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 93.2020, p. 341-352
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| Subject: | Archimedean survival copula | Chain majorization order | Largest claim amount | Location-scale model | Row majorization | Smallest claim amount | Stochastic orders | Theorie | Theory | Stochastischer Prozess | Stochastic process | Wahrscheinlichkeitsrechnung | Probability theory |