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  • Search: subject:"Multivariate chain majorization"
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Subject
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Aggregate claim amount 2 Exponentiated Weibull distribution 2 Multivariate chain majorization 2 Pareto distribution 2 Proportional hazard rates model 2 Usual multivariate stochastic order 2 Probability theory 1 Statistical distribution 1 Statistische Verteilung 1 Stochastic process 1 Stochastischer Prozess 1 Theorie 1 Theory 1 Wahrscheinlichkeitsrechnung 1
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Article 2
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 1 Undetermined 1
Author
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Balakrishnan, Narayanaswamy 2 Barmalzan, Ghobad 2 Najafabadi, Amir T. Payandeh 2
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Insurance / Mathematics & economics 1 Insurance: Mathematics and Economics 1
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ECONIS (ZBW) 1 RePEc 1
Showing 1 - 2 of 2
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Stochastic comparison of aggregate claim amounts between two heterogeneous portfolios and its applications
Barmalzan, Ghobad; Najafabadi, Amir T. Payandeh; … - In: Insurance: Mathematics and Economics 61 (2015) C, pp. 235-241
The aggregate claim amount in a particular time period is a quantity of fundamental importance for proper management of an insurance company and also for pricing of insurance coverages. In this paper, we show that the proportional hazard rates (PHR) model, which includes some well-known...
Persistent link: https://www.econbiz.de/10011263842
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Cover Image
Stochastic comparison of aggregate claim amounts between two heterogeneous portfolios and its applications
Barmalzan, Ghobad; Najafabadi, Amir T. Payandeh; … - In: Insurance / Mathematics & economics 61 (2015), pp. 235-241
Persistent link: https://www.econbiz.de/10010515879
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